+236.6%
SAP vs PPL
+67.2%
+169.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.9% | -0.1% |
| 7D | +0.6% | -0.4% | +1.0% | +0.7% |
| 30D | +6.5% | +2.6% | +3.9% | +5.6% |
| 3M | +12.2% | +0.8% | +11.4% | +11.8% |
| 6M | +46.1% | +1.4% | +44.6% | +44.8% |
| YTD | -1.6% | +4.3% | -5.9% | -3.6% |
| 1Y | -5.1% | +0.8% | -5.9% | -6.0% |
| 3Y | +68.4% | +57.9% | +10.5% | +40.1% |
| 5Y | +79.4% | +48.3% | +31.1% | +51.7% |
| All | +236.6% | +67.2% | +169.4% | +161.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 PPL 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