+788.7%
SPYM vs PPL
+229.6%
+559.1%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.5% |
| 7D | -2.7% | +0.4% | -3.1% | -2.9% |
| 30D | -5.4% | +5.4% | -10.8% | -7.3% |
| 3M | -4.1% | +4.3% | -8.3% | -5.7% |
| 6M | +0.8% | -1.3% | +2.1% | +0.8% |
| YTD | +8.8% | +4.7% | +4.1% | +6.0% |
| 1Y | +11.0% | +1.3% | +9.7% | +9.5% |
| 3Y | +75.5% | +57.2% | +18.3% | +44.3% |
| 5Y | +68.4% | +48.2% | +20.2% | +40.9% |
| 10Y | +316.1% | +62.7% | +253.3% | +222.9% |
| All | +788.7% | +229.6% | +559.1% | +467.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling