+1.5%
PPL vs SPMO
+29.0%
-27.5%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | 0.0% |
| 7D | +1.8% | +3.4% | -1.6% | +2.0% |
| 30D | -1.1% | +0.5% | -1.6% | -1.0% |
| 3M | 0.0% | +1.9% | -1.9% | +0.2% |
| 6M | -7.6% | +27.8% | -35.4% | -7.2% |
| YTD | +1.7% | +26.7% | -24.9% | +2.1% |
| 1Y | +1.5% | +28.9% | -27.4% | +0.7% |
| All | +1.5% | +29.0% | -27.5% | +0.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling