+407.5%
PPL vs SPYG
+564.9%
-157.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | +0.1% |
| 7D | +2.7% | +0.4% | +2.3% | +2.5% |
| 30D | +0.5% | -0.4% | +0.9% | +0.6% |
| 3M | +0.7% | +0.5% | +0.1% | 0.0% |
| 6M | -7.6% | +17.5% | -25.1% | -14.3% |
| YTD | +1.8% | +14.3% | -12.5% | -4.7% |
| 1Y | -0.8% | +21.7% | -22.5% | -9.8% |
| 3Y | +56.9% | +98.6% | -41.7% | +11.7% |
| 5Y | +39.5% | +85.1% | -45.6% | +0.8% |
| 10Y | +55.4% | +412.0% | -356.6% | -30.4% |
| All | +407.5% | +564.9% | -157.3% | +44.3% |
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