+65.7%
PPL vs SPY
+308.5%
-242.8%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.3% |
| 7D | -2.2% | +3.3% | -5.5% | -4.1% |
| 30D | +1.7% | -2.7% | +4.4% | +3.1% |
| 3M | +0.1% | -1.7% | +1.9% | +0.9% |
| 6M | -1.5% | +3.1% | -4.6% | -3.9% |
| YTD | +3.0% | +11.9% | -8.9% | -4.8% |
| 1Y | -1.4% | +12.0% | -13.4% | -9.0% |
| 3Y | +53.5% | +78.2% | -24.7% | +1.0% |
| 5Y | +46.4% | +73.2% | -26.8% | -3.0% |
| All | +65.7% | +308.5% | -242.8% | -39.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 10y: compounded portfolio wealth divided by compounded SPY 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…
10y analysis · Full analysis span regression · 6 months rolling