+377.0%
DELL vs PPL
+56.0%
+320.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.6% | +4.2% | +3.5% |
| 7D | -22.6% | +0.4% | -23.0% | -22.4% |
| 30D | -43.2% | +5.4% | -48.6% | -42.0% |
| 3M | -24.8% | +4.3% | -29.1% | -23.6% |
| 6M | +38.0% | -1.3% | +39.3% | +38.2% |
| YTD | +163.7% | +4.7% | +159.1% | +170.2% |
| 1Y | +122.5% | +1.3% | +121.3% | +126.1% |
| 3Y | +377.0% | +57.2% | +319.7% | +558.0% |
| All | +377.0% | +56.0% | +320.9% | +558.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling