+159.7%
GILD vs PPL
+57.2%
+102.5%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.7% |
| 7D | -4.8% | -2.1% | -2.7% | -4.3% |
| 30D | +5.8% | -3.1% | +8.9% | +6.6% |
| 3M | +14.9% | -3.1% | +18.0% | +15.9% |
| 6M | -0.4% | -8.0% | +7.6% | +1.8% |
| YTD | +18.5% | -0.3% | +18.9% | +18.5% |
| 1Y | +25.1% | -2.2% | +27.3% | +25.6% |
| 3Y | +105.9% | +50.4% | +55.5% | +84.6% |
| 5Y | +143.0% | +36.9% | +106.1% | +121.8% |
| All | +159.7% | +57.2% | +102.5% | +123.2% |
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