+365.7%
SE vs PPL
+40.5%
+325.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.3% |
| 7D | +2.0% | +0.4% | +1.6% | +1.8% |
| 30D | -20.0% | +5.4% | -25.4% | -21.6% |
| 3M | -31.8% | +4.3% | -36.0% | -32.9% |
| 6M | -15.9% | -1.3% | -14.5% | -15.9% |
| YTD | -40.6% | +4.7% | -45.3% | -42.3% |
| 1Y | -50.7% | +1.3% | -51.9% | -51.4% |
| 3Y | +70.3% | +57.2% | +13.1% | +37.6% |
| 5Y | -78.8% | +48.2% | -127.1% | -82.4% |
| All | +365.7% | +40.5% | +325.2% | +203.5% |
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