+773.3%
GOOG vs PPL
+55.2%
+718.2%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | +1.1% | +1.8% | -0.7% | +0.6% |
| 30D | -5.1% | -1.1% | -4.0% | -4.8% |
| 3M | -7.1% | 0.0% | -7.1% | -7.3% |
| 6M | +12.7% | -7.6% | +20.2% | +14.6% |
| YTD | +7.1% | +1.7% | +5.4% | +5.7% |
| 1Y | +43.6% | +1.5% | +42.1% | +41.7% |
| 3Y | +146.8% | +55.3% | +91.5% | +108.4% |
| 5Y | +133.7% | +37.7% | +96.0% | +104.8% |
| 10Y | +773.3% | +54.0% | +719.3% | +593.5% |
| All | +773.3% | +55.2% | +718.2% | +593.5% |
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