+65.7%
PPL vs SPMO
+469.5%
-403.8%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -2.2% | +9.8% | -12.0% | -5.6% |
| 30D | +1.7% | -9.2% | +10.9% | +5.0% |
| 3M | +0.1% | -11.0% | +11.1% | +4.0% |
| 6M | -1.5% | -6.6% | +5.1% | -0.8% |
| YTD | +3.0% | +13.3% | -10.4% | -5.2% |
| 1Y | -1.4% | +12.7% | -14.1% | -9.1% |
| 3Y | +53.5% | +127.5% | -74.0% | -4.3% |
| 5Y | +46.4% | +117.4% | -70.9% | -7.4% |
| All | +65.7% | +469.5% | -403.8% | -35.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SPMO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling