+421.8%
PPL vs SPYG
+513.6%
-91.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.5% | -0.9% |
| 7D | +0.4% | -3.6% | +4.1% | +1.8% |
| 30D | +5.4% | -11.2% | +16.6% | +10.4% |
| 3M | +4.3% | -8.1% | +12.3% | +7.6% |
| 6M | -1.3% | -3.3% | +2.0% | -0.8% |
| YTD | +4.7% | +5.5% | -0.8% | +1.0% |
| 1Y | +1.3% | +7.0% | -5.7% | -3.0% |
| 3Y | +57.2% | +89.5% | -32.3% | +13.7% |
| 5Y | +48.2% | +63.3% | -15.0% | +12.8% |
| 10Y | +62.7% | +395.1% | -332.4% | -26.4% |
| All | +421.8% | +513.6% | -91.8% | +52.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling