+193,139.0%
CSCO vs PPL
+2,232.1%
+190,906.9%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +0.8% | -8.4% | -7.9% |
| 7D | -11.9% | +1.0% | -12.9% | -12.2% |
| 30D | -18.8% | +6.8% | -25.7% | -20.7% |
| 3M | -21.2% | +3.9% | -25.1% | -22.4% |
| 6M | +1.9% | -2.0% | +3.9% | +2.0% |
| YTD | +26.1% | +5.3% | +20.8% | +22.8% |
| 1Y | +34.7% | +2.2% | +32.5% | +32.3% |
| 3Y | +94.0% | +56.7% | +37.3% | +63.3% |
| 5Y | +91.6% | +49.1% | +42.5% | +63.0% |
| 10Y | +323.2% | +63.6% | +259.5% | +237.1% |
| All | +193,139.0% | +2,232.1% | +190,906.9% | +53,331.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling