+232.9%
ABT vs PPL
+62.1%
+170.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.6% |
| 7D | +0.3% | -1.2% | +1.5% | +0.8% |
| 30D | +11.6% | +4.2% | +7.4% | +9.8% |
| 3M | +3.1% | +1.5% | +1.6% | +2.4% |
| 6M | +32.8% | +1.0% | +31.8% | +31.9% |
| YTD | -9.6% | +4.4% | -14.0% | -11.6% |
| 1Y | -10.4% | +0.8% | -11.1% | -11.1% |
| 3Y | +25.8% | +56.5% | -30.6% | +3.7% |
| 5Y | -3.4% | +47.7% | -51.1% | -18.9% |
| 10Y | +232.9% | +64.4% | +168.4% | +156.9% |
| All | +232.9% | +62.1% | +170.7% | +156.9% |
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