+261.9%
AMD vs PPL
+56.9%
+205.0%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | +0.8% | -18.0% | -17.1% |
| 7D | -28.6% | +1.0% | -29.6% | -28.4% |
| 30D | -37.7% | +6.8% | -44.6% | -36.9% |
| 3M | -16.1% | +3.9% | -20.0% | -15.3% |
| 6M | +13.8% | -2.0% | +15.9% | +14.4% |
| YTD | +88.8% | +5.3% | +83.6% | +89.8% |
| 1Y | +57.8% | +2.2% | +55.6% | +58.7% |
| All | +261.9% | +56.9% | +205.0% | +284.5% |
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