+1,249.0%
AAPL vs PPL
+62.0%
+1,187.0%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | 0.0% | -0.3% |
| 7D | -0.7% | +0.4% | -1.1% | -0.8% |
| 30D | +1.7% | +5.4% | -3.8% | -0.2% |
| 3M | +9.7% | +4.3% | +5.4% | +7.9% |
| 6M | +19.3% | -1.3% | +20.6% | +19.5% |
| YTD | +26.3% | +4.7% | +21.6% | +23.2% |
| 1Y | +27.4% | +1.3% | +26.1% | +25.7% |
| 3Y | +93.6% | +57.2% | +36.4% | +58.2% |
| 5Y | +131.7% | +48.2% | +83.5% | +93.2% |
| All | +1,249.0% | +62.0% | +1,187.0% | +940.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling