+88.1%
CSCO vs PPL
+47.9%
+40.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.4% | -1.8% |
| 7D | -10.2% | +0.4% | -10.6% | -10.3% |
| 30D | -20.1% | +5.4% | -25.5% | -21.2% |
| 3M | -22.4% | +4.3% | -26.6% | -23.3% |
| 6M | +2.8% | -1.3% | +4.1% | +2.8% |
| YTD | +23.6% | +4.7% | +18.9% | +20.7% |
| 1Y | +34.0% | +1.3% | +32.8% | +32.3% |
| 3Y | +89.3% | +57.2% | +32.0% | +54.5% |
| All | +88.1% | +47.9% | +40.2% | +56.4% |
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