+50.0%
BMY vs PPL
-0.5%
+50.5%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -1.9% | -1.9% |
| 7D | +0.4% | +2.7% | -2.3% | -0.3% |
| 30D | +5.0% | +0.5% | +4.6% | +4.8% |
| 3M | +19.4% | +0.7% | +18.7% | +19.4% |
| 6M | +9.5% | -7.6% | +17.1% | +10.5% |
| YTD | +28.1% | +1.8% | +26.2% | +28.2% |
| 1Y | +50.0% | -0.8% | +50.7% | +52.2% |
| All | +50.0% | -0.5% | +50.5% | +52.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling