-78.0%
SE vs PPL
+47.9%
-125.9%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -21.7% |
| 3M | -31.8% | +4.3% | -36.0% | -33.0% |
| 6M | -15.9% | -1.3% | -14.5% | -15.9% |
| YTD | -40.6% | +4.7% | -45.3% | -42.6% |
| 1Y | -50.7% | +1.3% | -51.9% | -51.5% |
| 3Y | +70.3% | +57.2% | +13.1% | +26.0% |
| All | -78.0% | +47.9% | -125.9% | -83.0% |
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