+343.2%
AZN vs PPL
+65.3%
+277.9%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.4% | -1.4% |
| 7D | +1.6% | 0.0% | +1.5% | +1.6% |
| 30D | +17.3% | +4.3% | +13.0% | +15.8% |
| 3M | +15.3% | +2.9% | +12.4% | +14.2% |
| 6M | +2.1% | +1.1% | +1.0% | +1.7% |
| YTD | +2.6% | +4.5% | -1.8% | +1.1% |
| 1Y | +7.9% | +0.1% | +7.8% | +7.5% |
| 3Y | +55.8% | +55.7% | +0.2% | +35.8% |
| 5Y | +63.0% | +47.6% | +15.4% | +43.4% |
| 10Y | +343.2% | +66.8% | +276.4% | +263.9% |
| All | +343.2% | +65.3% | +277.9% | +263.9% |
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