+345.7%
AMGN vs PPL
+62.0%
+283.6%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.2% |
| 7D | -1.2% | +0.4% | -1.6% | -1.3% |
| 30D | +11.5% | +5.4% | +6.0% | +9.6% |
| 3M | +14.4% | +4.3% | +10.1% | +12.7% |
| 6M | +40.9% | -1.3% | +42.3% | +41.3% |
| YTD | +43.5% | +4.7% | +38.9% | +40.9% |
| 1Y | +49.9% | +1.3% | +48.7% | +48.8% |
| 3Y | +84.6% | +57.2% | +27.4% | +58.1% |
| 5Y | +151.6% | +48.2% | +103.4% | +117.8% |
| All | +345.7% | +62.0% | +283.6% | +266.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling