+1.3%
PPL vs SPYG
+5.4%
-4.2%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.5% | -0.4% |
| 7D | +0.4% | -3.6% | +4.1% | 0.0% |
| 30D | +5.4% | -11.2% | +16.6% | +4.0% |
| 3M | +4.3% | -8.1% | +12.3% | +3.2% |
| 6M | -1.3% | -3.3% | +2.0% | -1.9% |
| YTD | +4.7% | +5.5% | -0.8% | +3.7% |
| 1Y | +1.3% | +7.0% | -5.7% | -0.2% |
| All | +1.3% | +5.4% | -4.2% | -0.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling