-48.1%
SMR vs PPL
+60.3%
-108.4%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.1% | -4.1% | -4.1% |
| 7D | -2.8% | 0.0% | -2.8% | -2.9% |
| 30D | -27.5% | +4.3% | -31.8% | -29.1% |
| 3M | -43.1% | +2.9% | -46.1% | -44.1% |
| 6M | -58.4% | +1.1% | -59.5% | -59.1% |
| YTD | -63.2% | +4.5% | -67.6% | -65.1% |
| 1Y | -81.6% | +0.1% | -81.7% | -82.1% |
| 3Y | +149.8% | +55.7% | +94.1% | +66.5% |
| All | -48.1% | +60.3% | -108.4% | -64.5% |
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 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