+214.8%
SAP vs PPL
+62.0%
+152.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.6% | -3.6% | -4.0% |
| 7D | -0.7% | +0.4% | -1.1% | -0.8% |
| 30D | +11.1% | +5.4% | +5.6% | +9.1% |
| 3M | +17.0% | +4.3% | +12.8% | +15.3% |
| 6M | +34.8% | -1.3% | +36.2% | +35.0% |
| YTD | -2.2% | +4.7% | -6.9% | -4.4% |
| 1Y | -6.4% | +1.3% | -7.7% | -7.5% |
| 3Y | +75.1% | +57.2% | +17.9% | +46.0% |
| 5Y | +69.8% | +48.2% | +21.6% | +43.6% |
| All | +214.8% | +62.0% | +152.8% | +148.2% |
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