+57.2%
PPL vs SPY
+75.1%
-17.9%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.6% |
| 7D | +0.4% | -2.7% | +3.1% | +0.7% |
| 30D | +5.4% | -5.4% | +10.8% | +6.1% |
| 3M | +4.3% | -4.1% | +8.4% | +4.8% |
| 6M | -1.3% | +0.7% | -2.0% | -1.6% |
| YTD | +4.7% | +8.7% | -4.0% | +2.9% |
| 1Y | +1.3% | +10.9% | -9.6% | -0.8% |
| 3Y | +57.2% | +75.0% | -17.8% | +18.7% |
| All | +57.2% | +75.1% | -17.9% | +18.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling