+47.1%
PPL vs SPXS
-83.0%
+130.1%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.3% | 0.0% | +1.5% |
| 7D | -0.4% | -7.5% | +7.2% | -1.3% |
| 30D | +2.6% | +5.3% | -2.7% | +3.4% |
| 3M | +0.8% | +9.7% | -8.9% | +2.2% |
| 6M | +1.4% | -4.6% | +6.0% | +1.2% |
| YTD | +4.3% | -25.8% | +30.1% | +1.0% |
| 1Y | +0.8% | -28.8% | +29.5% | -2.9% |
| 3Y | +57.9% | -80.2% | +138.1% | +27.0% |
| All | +47.1% | -83.0% | +130.1% | +19.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 5y: compounded portfolio wealth divided by compounded SPXS 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…
5y analysis · Full analysis span regression · 6 months rolling