+55.3%
PPL vs SPYG
+100.8%
-45.5%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | -0.1% |
| 7D | +1.8% | +1.2% | +0.6% | +1.8% |
| 30D | -1.1% | -1.6% | +0.5% | -1.1% |
| 3M | 0.0% | +3.4% | -3.3% | 0.0% |
| 6M | -7.6% | +18.9% | -26.5% | -8.0% |
| YTD | +1.7% | +13.8% | -12.1% | +1.4% |
| 1Y | +1.5% | +20.6% | -19.1% | +0.9% |
| 3Y | +55.3% | +100.5% | -45.2% | +40.4% |
| All | +55.3% | +100.8% | -45.5% | +40.4% |
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 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