+56.4%
SAP vs PPL
+39.5%
+16.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | -2.9% | +2.7% | -5.6% | -3.6% |
| 30D | +9.0% | +0.5% | +8.6% | +8.8% |
| 3M | +14.9% | +0.7% | +14.3% | +14.5% |
| 6M | +11.9% | -7.6% | +19.5% | +14.3% |
| YTD | -9.9% | +1.8% | -11.7% | -10.9% |
| 1Y | -19.5% | -0.8% | -18.8% | -19.9% |
| 3Y | +61.8% | +56.9% | +4.9% | +33.1% |
| All | +56.4% | +39.5% | +16.9% | +30.0% |
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