+14.3%
ABT vs PPL
+57.3%
-42.9%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -3.7% | +2.7% | -6.3% | -4.5% |
| 30D | +2.5% | +0.5% | +2.0% | +2.2% |
| 3M | +20.2% | +0.7% | +19.5% | +19.8% |
| 6M | -2.9% | -7.6% | +4.7% | -0.5% |
| YTD | -11.9% | +1.8% | -13.7% | -12.6% |
| 1Y | -16.5% | -0.8% | -15.8% | -16.5% |
| All | +14.3% | +57.3% | -42.9% | +2.5% |
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