+643.2%
ABBV vs PPL
+62.0%
+581.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.6% | +1.2% |
| 7D | -1.2% | +0.4% | -1.6% | -1.4% |
| 30D | +8.0% | +5.4% | +2.6% | +6.2% |
| 3M | +20.2% | +4.3% | +15.9% | +18.4% |
| 6M | +44.0% | -1.3% | +45.3% | +44.3% |
| YTD | +31.3% | +4.7% | +26.6% | +29.0% |
| 1Y | +37.0% | +1.3% | +35.7% | +35.9% |
| 3Y | +128.0% | +57.2% | +70.7% | +96.1% |
| 5Y | +196.9% | +48.2% | +148.7% | +157.9% |
| All | +643.2% | +62.0% | +581.2% | +538.1% |
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