+64.4%
PPL vs SPMO
+455.3%
-390.9%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.4% | -4.7% | -1.9% |
| 7D | -1.2% | -1.9% | +0.7% | -0.7% |
| 30D | +4.2% | -14.1% | +18.3% | +9.9% |
| 3M | +1.5% | -13.1% | +14.6% | +6.4% |
| 6M | +1.0% | -9.4% | +10.4% | +2.9% |
| YTD | +4.4% | +9.5% | -5.1% | -2.6% |
| 1Y | +0.8% | +10.5% | -9.8% | -6.5% |
| 3Y | +56.5% | +124.4% | -67.9% | -2.3% |
| 5Y | +47.7% | +110.5% | -62.8% | -5.5% |
| 10Y | +64.4% | +450.3% | -385.9% | -35.2% |
| All | +64.4% | +455.3% | -390.9% | -35.2% |
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