-95.5%
SNDQ vs PPL
-9.4%
-86.1%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -1.0% | +9.0% | +10.1% |
| 7D | -20.4% | -2.6% | -17.8% | -15.9% |
| 30D | -54.5% | -3.0% | -51.5% | -52.6% |
| 3M | -79.1% | -3.9% | -75.2% | -77.8% |
| All | -95.5% | -9.4% | -86.1% | -94.7% |
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 1y: 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…
1y analysis · Full analysis span regression · Available span rolling