+46.4%
PPL vs SPXU
-83.8%
+130.2%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.5% | -0.4% |
| 7D | -2.2% | -9.4% | +7.2% | -3.3% |
| 30D | +1.7% | +7.4% | -5.8% | +2.7% |
| 3M | +0.1% | +6.2% | -6.0% | +1.1% |
| 6M | -1.5% | -7.2% | +5.7% | -2.1% |
| YTD | +3.0% | -26.8% | +29.7% | -0.5% |
| 1Y | -1.4% | -26.3% | +24.8% | -4.5% |
| 3Y | +53.5% | -80.6% | +134.1% | +22.9% |
| 5Y | +46.4% | -83.6% | +130.0% | +18.0% |
| All | +46.4% | -83.8% | +130.2% | +18.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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