+3.0%
SSPC vs PPL
+1.3%
+1.7%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -0.6% | -16.7% | -17.6% |
| 7D | -4.7% | +0.4% | -5.1% | -4.4% |
| 30D | +36.7% | +5.4% | +31.3% | +44.3% |
| 3M | -49.4% | +4.3% | -53.7% | -45.1% |
| All | +3.0% | +1.3% | +1.7% | +8.4% |
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 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 · Available span rolling