-45.9%
SMR vs PPL
+60.2%
-106.2%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -0.3% | +7.4% | +7.2% |
| 7D | +1.7% | -1.2% | +2.9% | +2.1% |
| 30D | -24.4% | +4.2% | -28.7% | -26.1% |
| 3M | -44.6% | +1.5% | -46.1% | -45.2% |
| 6M | -56.7% | +1.0% | -57.7% | -57.3% |
| YTD | -61.6% | +4.4% | -66.0% | -63.6% |
| 1Y | -82.1% | +0.8% | -82.8% | -82.6% |
| 3Y | +161.5% | +56.5% | +105.1% | +73.7% |
| All | -45.9% | +60.2% | -106.2% | -63.0% |
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 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