+113.3%
CSCO vs PPL
+39.5%
+73.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -0.7% | +2.7% | -3.3% | -1.4% |
| 30D | -10.1% | +0.5% | -10.6% | -10.3% |
| 3M | -15.7% | +0.7% | -16.3% | -16.2% |
| 6M | +36.3% | -7.6% | +43.9% | +38.8% |
| YTD | +43.8% | +1.8% | +42.0% | +41.6% |
| 1Y | +63.9% | -0.8% | +64.7% | +62.5% |
| 3Y | +104.4% | +56.9% | +47.5% | +66.1% |
| All | +113.3% | +39.5% | +73.8% | +82.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling