+629.7%
AMZN vs PPL
+65.3%
+564.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.4% | +1.5% |
| 7D | +8.0% | 0.0% | +8.0% | +8.0% |
| 30D | +3.2% | +4.3% | -1.1% | +2.5% |
| 3M | -2.6% | +2.9% | -5.5% | -3.1% |
| 6M | -0.7% | +1.1% | -1.8% | -1.0% |
| YTD | +17.4% | +4.5% | +12.9% | +16.1% |
| 1Y | +9.0% | +0.1% | +8.9% | +8.7% |
| 3Y | +88.7% | +55.7% | +33.0% | +70.9% |
| 5Y | +55.6% | +47.6% | +8.0% | +42.7% |
| 10Y | +629.7% | +66.8% | +562.9% | +540.5% |
| All | +629.7% | +65.3% | +564.4% | +540.5% |
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 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