-49.5%
SMR vs PPL
+60.7%
-110.2%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.2% | -0.6% | +16.8% | +16.5% |
| 7D | -9.6% | +0.4% | -10.0% | -9.9% |
| 30D | -33.8% | +5.4% | -39.2% | -35.6% |
| 3M | -46.4% | +4.3% | -50.6% | -47.6% |
| 6M | -62.4% | -1.3% | -61.1% | -62.5% |
| YTD | -64.1% | +4.7% | -68.8% | -66.0% |
| 1Y | -84.3% | +1.3% | -85.6% | -84.8% |
| 3Y | +55.8% | +57.2% | -1.4% | +3.9% |
| All | -49.5% | +60.7% | -110.2% | -65.5% |
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 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