-9.3%
SSPC vs PPL
+1.0%
-10.3%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.9% | -0.3% | -11.6% | -12.1% |
| 7D | -13.9% | -1.2% | -12.7% | -14.9% |
| 30D | +14.3% | +4.2% | +10.1% | +18.8% |
| 3M | -35.2% | +1.5% | -36.7% | -33.9% |
| All | -9.3% | +1.0% | -10.3% | -4.6% |
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 3y: 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…
3y analysis · Full analysis span regression · Available span rolling