+72.4%
PPL vs SPMO
+484.3%
-412.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +9.8% |
| 3M | +1.5% | -13.1% | +14.6% | +6.3% |
| 6M | +1.0% | -9.4% | +10.4% | +2.9% |
| YTD | +4.4% | +9.5% | -5.1% | -2.4% |
| 1Y | +0.8% | +10.5% | -9.8% | -6.3% |
| 3Y | +56.5% | +124.4% | -67.9% | -0.9% |
| 5Y | +47.7% | +110.5% | -62.8% | -4.2% |
| 10Y | +64.4% | +450.3% | -385.9% | -28.3% |
| All | +72.4% | +484.3% | -412.0% | -24.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling