+37.7%
PPL vs SU
+343.5%
-305.8%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.2% |
| 7D | +1.8% | -1.0% | +2.7% | +1.9% |
| 30D | -1.1% | +13.7% | -14.8% | -2.3% |
| 3M | 0.0% | +8.0% | -8.0% | -0.8% |
| 6M | -7.6% | +21.0% | -28.6% | -9.6% |
| YTD | +1.7% | +56.2% | -54.5% | -3.2% |
| 1Y | +1.5% | +72.2% | -70.7% | -4.5% |
| 3Y | +55.3% | +118.1% | -62.8% | +40.6% |
| 5Y | +37.7% | +350.3% | -312.6% | +18.8% |
| All | +37.7% | +343.5% | -305.8% | +18.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SU.
Daily Out/Under-Performance
Portfolio return minus SU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SU 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 5y: compounded portfolio wealth divided by compounded SU 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…
5y analysis · Full analysis span regression · 6 months rolling