+105.9%
GILD vs PPL
+52.3%
+53.6%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.6% |
| 7D | -4.8% | -2.1% | -2.7% | -4.1% |
| 30D | +5.8% | -3.1% | +8.9% | +6.9% |
| 3M | +14.9% | -3.1% | +18.0% | +16.2% |
| 6M | -0.4% | -8.0% | +7.6% | +2.4% |
| YTD | +18.5% | -0.3% | +18.9% | +18.5% |
| 1Y | +25.1% | -2.2% | +27.3% | +25.8% |
| 3Y | +105.9% | +50.4% | +55.5% | +75.0% |
| All | +105.9% | +52.3% | +53.6% | +75.0% |
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