+155.0%
SO vs PPL
+54.8%
+100.2%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -0.2% | +2.7% | -2.8% | -2.0% |
| 30D | -4.6% | +0.5% | -5.0% | -5.0% |
| 3M | -3.0% | +0.7% | -3.7% | -3.6% |
| 6M | -8.3% | -7.6% | -0.7% | -3.2% |
| YTD | +3.5% | +1.8% | +1.7% | +1.7% |
| 1Y | -0.9% | -0.8% | -0.2% | -1.0% |
| 3Y | +45.4% | +56.9% | -11.5% | +3.8% |
| 5Y | +59.6% | +39.5% | +20.1% | +23.4% |
| All | +155.0% | +54.8% | +100.2% | +70.7% |
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 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