+54.0%
PPL vs SPYG
+410.1%
-356.1%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.1% |
| 7D | +1.8% | +1.2% | +0.6% | +1.3% |
| 30D | -1.1% | -1.6% | +0.5% | -0.5% |
| 3M | 0.0% | +3.4% | -3.3% | -1.6% |
| 6M | -7.6% | +18.9% | -26.5% | -14.5% |
| YTD | +1.7% | +13.8% | -12.1% | -4.3% |
| 1Y | +1.5% | +20.6% | -19.1% | -7.1% |
| 3Y | +55.3% | +100.5% | -45.2% | +7.8% |
| 5Y | +37.7% | +84.6% | -46.9% | -2.1% |
| 10Y | +54.0% | +410.8% | -356.8% | -42.4% |
| All | +54.0% | +410.1% | -356.1% | -42.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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