+4,681.2%
DELL vs PPL
+55.8%
+4,625.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | +14.9% | +2.7% | +12.2% | +14.0% |
| 30D | +13.3% | +0.5% | +12.8% | +13.1% |
| 3M | +24.4% | +0.7% | +23.7% | +23.7% |
| 6M | +258.0% | -7.6% | +265.6% | +264.6% |
| YTD | +320.2% | +1.8% | +318.4% | +313.9% |
| 1Y | +319.1% | -0.8% | +319.8% | +315.6% |
| 3Y | +706.5% | +56.9% | +649.7% | +552.7% |
| 5Y | +1,071.9% | +39.5% | +1,032.4% | +890.6% |
| 10Y | +4,683.5% | +55.4% | +4,628.1% | +3,650.1% |
| All | +4,681.2% | +55.8% | +4,625.4% | +3,663.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling