+308.8%
SPOT vs PPL
+83.2%
+225.5%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +1.1% |
| 7D | +2.5% | -1.2% | +3.8% | +2.8% |
| 30D | +15.1% | +4.2% | +10.9% | +14.3% |
| 3M | +24.8% | +1.5% | +23.3% | +24.4% |
| 6M | +45.8% | +1.0% | +44.7% | +45.3% |
| YTD | +4.9% | +4.4% | +0.5% | +3.9% |
| 1Y | -1.3% | +0.8% | -2.0% | -1.6% |
| 3Y | +257.7% | +56.5% | +201.2% | +226.1% |
| 5Y | +118.5% | +47.7% | +70.8% | +101.3% |
| All | +308.8% | +83.2% | +225.5% | +259.2% |
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