+24.5%
SSPC vs PPL
+1.8%
+22.7%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.3% | +0.8% | +17.5% | +18.8% |
| 7D | +29.9% | +1.0% | +28.8% | +30.8% |
| 30D | +73.6% | +6.8% | +66.8% | +86.1% |
| 3M | -46.3% | +3.9% | -50.2% | -41.8% |
| All | +24.5% | +1.8% | +22.7% | +31.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · Available span rolling