+308.5%
CSCO vs PPL
+67.2%
+241.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +1.3% | -7.6% | -6.7% |
| 7D | +1.9% | -0.4% | +2.3% | +2.0% |
| 30D | -15.8% | +2.6% | -18.5% | -16.7% |
| 3M | -15.4% | +0.8% | -16.2% | -15.8% |
| 6M | -5.4% | +1.4% | -6.8% | -6.5% |
| YTD | +26.5% | +4.3% | +22.2% | +23.1% |
| 1Y | +25.9% | +0.8% | +25.1% | +24.1% |
| 3Y | +97.5% | +57.9% | +39.6% | +61.5% |
| 5Y | +93.0% | +48.3% | +44.7% | +60.6% |
| All | +308.5% | +67.2% | +241.3% | +198.6% |
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