+306.4%
CSCO vs PPL
+62.0%
+244.4%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.4% | -1.8% |
| 7D | -10.2% | +0.4% | -10.6% | -10.4% |
| 30D | -20.1% | +5.4% | -25.5% | -21.6% |
| 3M | -22.1% | +4.3% | -26.3% | -23.4% |
| 6M | +3.2% | -1.3% | +4.5% | +3.1% |
| YTD | +24.1% | +4.7% | +19.4% | +20.8% |
| 1Y | +34.6% | +1.3% | +33.3% | +32.4% |
| 3Y | +90.0% | +57.2% | +32.8% | +55.8% |
| 5Y | +88.6% | +48.2% | +40.3% | +57.2% |
| All | +306.4% | +62.0% | +244.4% | +204.2% |
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 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