+142.4%
AAPL vs PPL
+45.5%
+96.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.3% | 0.0% |
| 7D | +3.2% | -2.2% | +5.4% | +3.9% |
| 30D | +4.1% | +1.7% | +2.4% | +3.5% |
| 3M | +17.5% | +0.1% | +17.4% | +17.4% |
| 6M | +20.6% | -1.5% | +22.1% | +20.8% |
| YTD | +31.0% | +3.0% | +28.0% | +28.5% |
| 1Y | +30.2% | -1.4% | +31.7% | +29.8% |
| 3Y | +92.9% | +53.5% | +39.4% | +54.7% |
| 5Y | +142.4% | +46.4% | +96.0% | +104.3% |
| All | +142.4% | +45.5% | +96.9% | +104.3% |
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 · 6 months rolling