+2,566.3%
DELL vs PPL
+65.3%
+2,501.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.1% | -3.5% | -3.5% |
| 7D | -18.1% | 0.0% | -18.2% | -18.2% |
| 30D | -42.9% | +4.3% | -47.2% | -43.7% |
| 3M | -26.9% | +2.9% | -29.8% | -27.7% |
| 6M | +28.8% | +1.1% | +27.7% | +27.5% |
| YTD | +168.4% | +4.5% | +164.0% | +161.7% |
| 1Y | +136.8% | +0.1% | +136.7% | +134.1% |
| 3Y | +375.3% | +55.7% | +319.6% | +286.7% |
| 5Y | +551.0% | +47.6% | +503.4% | +437.0% |
| 10Y | +2,566.3% | +66.8% | +2,499.5% | +1,938.5% |
| All | +2,566.3% | +65.3% | +2,501.0% | +1,938.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling