+157.0%
PPL vs SPXU
-100.0%
+257.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.2% | -0.7% |
| 7D | +0.4% | +7.6% | -7.1% | +2.0% |
| 30D | +5.4% | +17.5% | -12.1% | +9.0% |
| 3M | +4.3% | +14.7% | -10.4% | +7.4% |
| 6M | -1.3% | -0.1% | -1.3% | -0.8% |
| YTD | +4.7% | -19.8% | +24.5% | +1.2% |
| 1Y | +1.3% | -23.7% | +25.0% | -3.0% |
| 3Y | +57.2% | -79.5% | +136.7% | +19.2% |
| 5Y | +48.2% | -81.9% | +130.1% | +19.4% |
| 10Y | +62.7% | -99.5% | +162.3% | -25.1% |
| All | +157.0% | -100.0% | +257.0% | -40.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling