+312.8%
SPY vs PPL
+54.8%
+258.0%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +0.1% | +2.7% | -2.6% | -0.9% |
| 30D | +0.1% | +0.5% | -0.4% | -0.2% |
| 3M | +2.0% | +0.7% | +1.3% | +1.4% |
| 6M | +13.0% | -7.6% | +20.6% | +15.9% |
| YTD | +13.5% | +1.8% | +11.7% | +11.9% |
| 1Y | +20.0% | -0.8% | +20.7% | +19.2% |
| 3Y | +77.2% | +56.9% | +20.3% | +43.6% |
| 5Y | +81.9% | +39.5% | +42.4% | +54.1% |
| All | +312.8% | +54.8% | +258.0% | +219.1% |
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