+6,784.1%
ABT vs PPL
+2,158.2%
+4,625.9%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.6% | -2.7% | -3.1% |
| 7D | +3.5% | +0.4% | +3.1% | +3.4% |
| 30D | +12.0% | +5.4% | +6.6% | +10.2% |
| 3M | +2.5% | +4.3% | -1.8% | +1.0% |
| 6M | +29.1% | -1.3% | +30.4% | +29.4% |
| YTD | -10.1% | +4.7% | -14.8% | -11.6% |
| 1Y | -9.8% | +1.3% | -11.1% | -10.5% |
| 3Y | +23.3% | +57.2% | -34.0% | +6.3% |
| 5Y | -2.4% | +48.2% | -50.6% | -14.5% |
| 10Y | +239.4% | +62.7% | +176.7% | +180.1% |
| All | +6,784.1% | +2,158.2% | +4,625.9% | +2,099.5% |
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 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