+24.4%
ALAB vs PPL
+1.0%
+23.5%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | -7.5% | 0.0% | -7.5% | -7.3% |
| 30D | -36.8% | +4.3% | -41.1% | -35.6% |
| 3M | -31.9% | +2.9% | -34.8% | -30.9% |
| 6M | +8.2% | +1.1% | +7.1% | +8.4% |
| YTD | +29.9% | +4.5% | +25.5% | +30.1% |
| 1Y | +24.4% | +0.1% | +24.3% | +32.3% |
| All | +24.4% | +1.0% | +23.5% | +32.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling