+64.4%
PPL vs SPY
+315.0%
-250.6%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.4% | -2.6% | -1.7% |
| 7D | -1.2% | +0.1% | -1.3% | -1.4% |
| 30D | +4.2% | -3.3% | +7.6% | +6.1% |
| 3M | +1.5% | -2.4% | +3.9% | +2.7% |
| 6M | +1.0% | +2.6% | -1.5% | -1.1% |
| YTD | +4.4% | +11.2% | -6.8% | -3.1% |
| 1Y | +0.8% | +13.4% | -12.6% | -7.7% |
| 3Y | +56.5% | +79.9% | -23.4% | +2.2% |
| 5Y | +47.7% | +72.2% | -24.5% | -1.8% |
| 10Y | +64.4% | +307.3% | -242.9% | -39.4% |
| All | +64.4% | +315.0% | -250.6% | -39.4% |
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