+57.2%
PPL vs SPMO
+116.1%
-58.9%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.6% | -2.2% | -0.5% |
| 7D | +0.4% | -8.7% | +9.1% | +0.3% |
| 30D | +5.4% | -18.7% | +24.1% | +5.3% |
| 3M | +4.3% | -16.4% | +20.7% | +4.1% |
| 6M | -1.3% | -11.9% | +10.5% | -1.7% |
| YTD | +4.7% | +4.9% | -0.2% | +3.3% |
| 1Y | +1.3% | +6.2% | -4.9% | -0.1% |
| 3Y | +57.2% | +115.1% | -57.9% | +35.3% |
| All | +57.2% | +116.1% | -58.9% | +35.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling