+828.4%
SPYM vs PPL
+220.6%
+607.8%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +1.4% | +1.5% |
| 6M | +13.1% | -7.6% | +20.7% | +15.9% |
| YTD | +13.6% | +1.8% | +11.8% | +12.1% |
| 1Y | +20.1% | -0.8% | +20.8% | +19.4% |
| 3Y | +77.6% | +56.9% | +20.7% | +46.0% |
| 5Y | +82.5% | +39.5% | +43.0% | +56.3% |
| 10Y | +317.6% | +55.4% | +262.2% | +229.8% |
| All | +828.4% | +220.6% | +607.8% | +499.7% |
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