+569.8%
DELL vs PPL
+47.4%
+522.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +1.3% | -8.5% | -7.2% |
| 7D | +4.9% | -0.4% | +5.2% | +4.9% |
| 30D | -32.1% | +2.6% | -34.7% | -32.2% |
| 3M | -30.2% | +0.8% | -31.0% | -30.3% |
| 6M | +41.7% | +1.4% | +40.3% | +41.4% |
| YTD | +176.6% | +4.3% | +172.3% | +174.5% |
| 1Y | +159.9% | +0.8% | +159.2% | +159.3% |
| 3Y | +388.0% | +57.9% | +330.1% | +330.7% |
| All | +569.8% | +47.4% | +522.4% | +503.6% |
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