+134.2%
ABBV vs PPL
+55.8%
+78.5%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +5.4% |
| 3M | +19.2% | +2.9% | +16.3% | +17.9% |
| 6M | +47.8% | +1.1% | +46.7% | +47.0% |
| YTD | +32.5% | +4.5% | +28.0% | +29.9% |
| 1Y | +38.4% | +0.1% | +38.3% | +37.8% |
| All | +134.2% | +55.8% | +78.5% | +112.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling