+57.2%
PPL vs SPYG
+90.1%
-32.9%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.5% | -0.5% |
| 7D | +0.4% | -3.6% | +4.1% | +0.3% |
| 30D | +5.4% | -11.2% | +16.6% | +5.2% |
| 3M | +4.3% | -8.1% | +12.3% | +4.1% |
| 6M | -1.3% | -3.3% | +2.0% | -1.5% |
| YTD | +4.7% | +5.5% | -0.8% | +4.3% |
| 1Y | +1.3% | +7.0% | -5.7% | +0.8% |
| 3Y | +57.2% | +89.5% | -32.3% | +36.5% |
| All | +57.2% | +90.1% | -32.9% | +36.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling