-16.8%
ALAB vs PPL
-3.2%
-13.6%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.6% | +0.8% | -20.4% | -19.0% |
| 7D | -38.2% | +1.0% | -39.2% | -37.5% |
| 30D | -54.0% | +6.8% | -60.8% | -51.7% |
| 3M | -43.6% | +3.9% | -47.5% | -42.1% |
| 6M | -16.8% | -2.0% | -14.8% | -9.2% |
| All | -16.8% | -3.2% | -13.6% | -9.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling