+63.7%
SE vs PPL
+55.5%
+8.2%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.3% | -0.2% | +1.1% |
| 7D | -0.5% | -0.4% | -0.1% | -0.5% |
| 30D | -20.9% | +2.6% | -23.6% | -20.9% |
| 3M | -38.9% | +0.8% | -39.7% | -38.9% |
| 6M | -19.4% | +1.4% | -20.8% | -19.5% |
| YTD | -40.9% | +4.3% | -45.2% | -41.1% |
| 1Y | -46.2% | +0.8% | -46.9% | -46.2% |
| 3Y | +63.7% | +57.9% | +5.8% | +121.8% |
| All | +63.7% | +55.5% | +8.2% | +121.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling