+68.3%
SPYM vs PPL
+47.9%
+20.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.5% |
| 7D | -2.7% | +0.4% | -3.1% | -2.8% |
| 30D | -5.4% | +5.4% | -10.8% | -6.9% |
| 3M | -4.1% | +4.3% | -8.3% | -5.4% |
| 6M | +0.8% | -1.3% | +2.1% | +0.9% |
| YTD | +8.8% | +4.7% | +4.1% | +6.3% |
| 1Y | +11.0% | +1.3% | +9.7% | +9.7% |
| 3Y | +75.5% | +57.2% | +18.3% | +41.3% |
| All | +68.3% | +47.9% | +20.4% | +38.1% |
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 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