+39.4%
PPL vs SPXU
-86.1%
+125.5%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | +0.2% |
| 7D | +2.7% | -0.1% | +2.8% | +2.7% |
| 30D | +0.5% | +0.8% | -0.4% | +0.6% |
| 3M | +0.7% | -4.7% | +5.4% | +0.3% |
| 6M | -7.6% | -29.6% | +22.0% | -11.4% |
| YTD | +1.8% | -29.9% | +31.7% | -2.3% |
| 1Y | -0.8% | -39.1% | +38.3% | -6.5% |
| 3Y | +56.9% | -80.0% | +136.9% | +27.3% |
| All | +39.4% | -86.1% | +125.5% | +9.8% |
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