+552.2%
DELL vs PPL
+47.9%
+504.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.6% | +4.2% | +3.7% |
| 7D | -22.6% | +0.4% | -23.0% | -22.6% |
| 30D | -43.2% | +5.4% | -48.6% | -43.3% |
| 3M | -24.8% | +4.3% | -29.1% | -25.0% |
| 6M | +38.0% | -1.3% | +39.3% | +38.0% |
| YTD | +163.7% | +4.7% | +159.1% | +161.7% |
| 1Y | +122.5% | +1.3% | +121.3% | +121.9% |
| 3Y | +377.0% | +57.2% | +319.7% | +321.9% |
| All | +552.2% | +47.9% | +504.3% | +484.7% |
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