+93.0%
CSCO vs PPL
+56.9%
+36.1%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +0.8% | -8.4% | -7.7% |
| 7D | -11.9% | +1.0% | -12.9% | -11.9% |
| 30D | -18.8% | +6.8% | -25.7% | -19.2% |
| 3M | -21.2% | +3.9% | -25.1% | -21.5% |
| 6M | +1.9% | -2.0% | +3.9% | +2.1% |
| YTD | +26.1% | +5.3% | +20.8% | +24.4% |
| 1Y | +34.7% | +2.2% | +32.5% | +33.8% |
| All | +93.0% | +56.9% | +36.1% | +75.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling