-52.1%
SMR vs PPL
+58.0%
-110.1%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -0.5% | -7.4% | -7.6% |
| 7D | +10.3% | -2.2% | +12.5% | +11.4% |
| 30D | -25.7% | +1.7% | -27.4% | -26.5% |
| 3M | -49.7% | +0.1% | -49.9% | -50.0% |
| 6M | -59.8% | -1.5% | -58.3% | -59.9% |
| YTD | -66.0% | +3.0% | -68.9% | -67.5% |
| 1Y | -81.4% | -1.4% | -80.0% | -81.7% |
| 3Y | +130.6% | +53.5% | +77.2% | +54.8% |
| All | -52.1% | +58.0% | -110.1% | -67.0% |
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