+110.2%
SPOT vs PPL
+47.9%
+62.3%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.3% | -1.7% |
| 7D | +1.6% | +0.4% | +1.2% | +1.5% |
| 30D | +17.6% | +5.4% | +12.1% | +15.8% |
| 3M | +26.9% | +4.3% | +22.7% | +25.4% |
| 6M | +41.8% | -1.3% | +43.1% | +42.1% |
| YTD | +3.8% | +4.7% | -0.8% | +2.1% |
| 1Y | -2.5% | +1.3% | -3.7% | -3.1% |
| 3Y | +260.6% | +57.2% | +203.3% | +200.2% |
| All | +110.2% | +47.9% | +62.3% | +74.5% |
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