+379.5%
SE vs PPL
+40.1%
+339.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.3% | +3.2% | +3.0% |
| 7D | +3.3% | -1.2% | +4.5% | +3.7% |
| 30D | -18.2% | +4.2% | -22.4% | -19.5% |
| 3M | -31.3% | +1.5% | -32.8% | -31.7% |
| 6M | -10.1% | +1.0% | -11.2% | -11.0% |
| YTD | -38.9% | +4.4% | -43.3% | -40.5% |
| 1Y | -48.0% | +0.8% | -48.8% | -48.7% |
| 3Y | +78.8% | +56.5% | +22.3% | +44.7% |
| 5Y | -77.1% | +47.7% | -124.8% | -80.9% |
| All | +379.5% | +40.1% | +339.3% | +212.8% |
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