+589.4%
SE vs PPL
+36.7%
+552.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | -6.1% | +2.7% | -8.8% | -7.0% |
| 30D | -2.5% | +0.5% | -2.9% | -2.6% |
| 3M | +21.7% | +0.7% | +21.1% | +20.9% |
| 6M | +27.0% | -7.6% | +34.6% | +30.0% |
| YTD | -12.1% | +1.8% | -14.0% | -13.6% |
| 1Y | -40.9% | -0.8% | -40.2% | -41.4% |
| 3Y | +191.0% | +56.9% | +134.1% | +134.5% |
| 5Y | -68.3% | +39.5% | -107.8% | -72.9% |
| All | +589.4% | +36.7% | +552.7% | +354.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling