+590.1%
ABBV vs PPL
+65.3%
+524.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | +2.8% | 0.0% | +2.7% | +2.7% |
| 30D | +7.0% | +4.3% | +2.7% | +5.5% |
| 3M | +19.2% | +2.9% | +16.3% | +18.0% |
| 6M | +47.8% | +1.1% | +46.7% | +47.0% |
| YTD | +32.5% | +4.5% | +28.0% | +30.1% |
| 1Y | +38.4% | +0.1% | +38.3% | +37.8% |
| 3Y | +134.3% | +55.7% | +78.6% | +101.6% |
| 5Y | +200.6% | +47.6% | +153.0% | +160.7% |
| 10Y | +590.1% | +66.8% | +523.3% | +474.5% |
| All | +590.1% | +65.3% | +524.8% | +474.5% |
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