+641.7%
AMZN vs PPL
+67.2%
+574.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | -0.5% |
| 7D | +2.8% | -0.4% | +3.2% | +2.9% |
| 30D | +5.0% | +2.6% | +2.3% | +4.5% |
| 3M | +0.6% | +0.8% | -0.2% | +0.4% |
| 6M | -1.3% | +1.4% | -2.7% | -1.7% |
| YTD | +15.5% | +4.3% | +11.2% | +14.4% |
| 1Y | +12.2% | +0.8% | +11.5% | +11.7% |
| 3Y | +87.0% | +57.9% | +29.1% | +68.9% |
| 5Y | +51.3% | +48.3% | +3.0% | +38.7% |
| All | +641.7% | +67.2% | +574.5% | +557.3% |
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 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