+72.2%
PPL vs SW
+743.1%
-670.8%
-52.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.1% | -4.0% | -0.1% |
| 7D | +1.8% | +12.1% | -10.3% | +1.4% |
| 30D | +8.4% | +6.6% | +1.9% | +8.2% |
| 3M | +2.4% | -6.0% | +8.4% | +2.5% |
| 6M | -4.0% | +21.5% | -25.4% | -4.7% |
| YTD | +4.5% | +20.3% | -15.9% | +3.6% |
| 1Y | +1.7% | +28.1% | -26.4% | +0.7% |
| 3Y | +55.5% | +51.6% | +3.9% | +52.4% |
| 5Y | +47.0% | -0.1% | +47.2% | +44.6% |
| 10Y | +62.4% | +189.7% | -127.4% | +55.1% |
| All | +72.2% | +743.1% | -670.8% | +68.4% |
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