+1,619.6%
BMY vs PPL
+2,158.2%
-538.6%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.0% | -1.4% |
| 7D | -0.5% | +0.4% | -1.0% | -0.7% |
| 30D | +4.1% | +5.4% | -1.4% | +2.5% |
| 3M | -3.1% | +4.3% | -7.4% | -4.4% |
| 6M | +11.0% | -1.3% | +12.4% | +11.4% |
| YTD | +19.1% | +4.7% | +14.4% | +17.1% |
| 1Y | +37.8% | +1.3% | +36.5% | +36.8% |
| 3Y | +34.2% | +57.2% | -23.0% | +16.7% |
| 5Y | +27.2% | +48.2% | -21.0% | +11.5% |
| 10Y | +72.1% | +62.7% | +9.3% | +41.7% |
| All | +1,619.6% | +2,158.2% | -538.6% | +483.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling