+33,435.9%
GILD vs PPL
+1,517.3%
+31,918.6%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.3% |
| 7D | -2.6% | 0.0% | -2.7% | -2.7% |
| 30D | +9.5% | -1.3% | +10.7% | +9.8% |
| 3M | +16.8% | -2.6% | +19.4% | +17.6% |
| 6M | +0.6% | -8.4% | +9.0% | +2.8% |
| YTD | +20.1% | +0.2% | +19.9% | +19.9% |
| 1Y | +29.1% | -0.2% | +29.3% | +28.9% |
| 3Y | +111.5% | +52.9% | +58.6% | +88.1% |
| 5Y | +147.6% | +36.8% | +110.7% | +125.6% |
| 10Y | +165.9% | +57.6% | +108.3% | +125.6% |
| All | +33,435.9% | +1,517.3% | +31,918.6% | +22,464.9% |
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