+232.9%
ABT vs PPL
+62.0%
+170.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.6% | -2.7% | -3.0% |
| 7D | +3.5% | +0.4% | +3.1% | +3.4% |
| 30D | +12.0% | +5.4% | +6.6% | +9.7% |
| 3M | +2.5% | +4.3% | -1.8% | +0.6% |
| 6M | +29.1% | -1.3% | +30.4% | +29.4% |
| YTD | -10.1% | +4.7% | -14.8% | -12.1% |
| 1Y | -9.8% | +1.3% | -11.1% | -10.7% |
| 3Y | +23.3% | +57.2% | -34.0% | +1.4% |
| 5Y | -2.4% | +48.2% | -50.6% | -18.0% |
| All | +232.9% | +62.0% | +170.8% | +157.9% |
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