+365.1%
SE vs PPL
+41.3%
+323.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +0.8% | -6.5% | -6.0% |
| 7D | -1.2% | +1.0% | -2.2% | -1.6% |
| 30D | -21.7% | +6.8% | -28.5% | -23.6% |
| 3M | -34.2% | +3.9% | -38.0% | -35.2% |
| 6M | -10.5% | -2.0% | -8.4% | -10.3% |
| YTD | -40.7% | +5.3% | -46.0% | -42.5% |
| 1Y | -52.1% | +2.2% | -54.2% | -52.9% |
| 3Y | +68.9% | +56.7% | +12.1% | +36.7% |
| 5Y | -78.9% | +49.1% | -127.9% | -82.4% |
| All | +365.1% | +41.3% | +323.8% | +202.5% |
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 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