+143.3%
DELL vs PPL
+1.0%
+142.4%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | 0.0% | -8.9% | -8.8% |
| 7D | -24.6% | +1.8% | -26.4% | -24.1% |
| 30D | -32.5% | +8.4% | -40.9% | -30.7% |
| 3M | -20.2% | +2.4% | -22.6% | -19.7% |
| 6M | +76.5% | -4.0% | +80.4% | +76.7% |
| YTD | +198.9% | +4.5% | +194.5% | +202.8% |
| 1Y | +143.3% | +1.7% | +141.6% | +159.1% |
| All | +143.3% | +1.0% | +142.4% | +159.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling