+271.0%
PPLI vs SPY
+315.0%
-44.0%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.4% | +0.7% | +0.3% |
| 7D | +17.6% | +0.1% | +17.5% | +17.6% |
| 30D | +6.1% | -3.3% | +9.4% | +10.3% |
| 3M | +4.3% | -2.4% | +6.7% | +7.3% |
| 6M | -1.5% | +2.6% | -4.1% | -4.6% |
| YTD | +10.9% | +11.2% | -0.3% | -2.4% |
| 1Y | +30.5% | +13.4% | +17.2% | +12.3% |
| 3Y | +20.3% | +79.9% | -59.6% | -40.2% |
| 5Y | -62.5% | +72.2% | -134.7% | -80.0% |
| 10Y | +271.0% | +307.3% | -36.3% | -26.8% |
| All | +271.0% | +315.0% | -44.0% | -26.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 10y: compounded portfolio wealth divided by compounded SPY 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…
10y analysis · Full analysis span regression · 6 months rolling