+67.9%
PPL vs SW
+755.0%
-687.1%
-52.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | 0.0% |
| 7D | +2.7% | -5.1% | +7.8% | +2.8% |
| 30D | +0.5% | -4.6% | +5.0% | +0.6% |
| 3M | +0.7% | +9.4% | -8.7% | +0.3% |
| 6M | -7.6% | +3.5% | -11.1% | -7.8% |
| YTD | +1.8% | +22.0% | -20.2% | +1.0% |
| 1Y | -0.8% | +2.2% | -3.0% | -1.1% |
| 3Y | +56.9% | +19.6% | +37.3% | +54.8% |
| 5Y | +39.5% | -2.3% | +41.9% | +37.3% |
| 10Y | +55.4% | +181.4% | -126.0% | +48.5% |
| All | +67.9% | +755.0% | -687.1% | +64.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 SW 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