+120.1%
SPOT vs PPL
+47.4%
+72.7%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.3% | +1.1% | +2.0% |
| 7D | +1.6% | -0.4% | +2.0% | +1.7% |
| 30D | +16.9% | +2.6% | +14.3% | +16.1% |
| 3M | +23.0% | +0.8% | +22.2% | +22.6% |
| 6M | +42.2% | +1.4% | +40.8% | +41.3% |
| YTD | +5.5% | +4.3% | +1.2% | +3.8% |
| 1Y | -5.1% | +0.8% | -5.8% | -5.6% |
| 3Y | +257.9% | +57.9% | +200.0% | +197.0% |
| All | +120.1% | +47.4% | +72.7% | +82.8% |
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