+77.2%
SAP vs PPL
+47.7%
+29.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.8% | +0.7% | +1.2% |
| 7D | +4.0% | +1.0% | +3.0% | +3.7% |
| 30D | +15.7% | +6.8% | +8.9% | +13.6% |
| 3M | +23.4% | +3.9% | +19.6% | +22.0% |
| 6M | +41.3% | -2.0% | +43.3% | +41.9% |
| YTD | +2.0% | +5.3% | -3.3% | -0.1% |
| 1Y | -5.1% | +2.2% | -7.3% | -6.2% |
| 3Y | +82.1% | +56.7% | +25.4% | +51.2% |
| 5Y | +77.2% | +49.1% | +28.1% | +46.0% |
| All | +77.2% | +47.7% | +29.5% | +46.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling