+1,156.2%
ABBV vs PPL
+136.7%
+1,019.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | +0.4% | +2.7% | -2.3% | -0.5% |
| 30D | +4.2% | +0.5% | +3.7% | +3.9% |
| 3M | +14.8% | +0.7% | +14.2% | +14.5% |
| 6M | +10.3% | -7.6% | +17.9% | +12.9% |
| YTD | +14.9% | +1.8% | +13.1% | +13.9% |
| 1Y | +24.1% | -0.8% | +24.9% | +23.9% |
| 3Y | +91.9% | +56.9% | +35.1% | +64.5% |
| 5Y | +176.0% | +39.5% | +136.5% | +143.5% |
| 10Y | +502.9% | +55.4% | +447.6% | +394.5% |
| All | +1,156.2% | +136.7% | +1,019.5% | +774.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling