+630.0%
GOOG vs PPL
+62.6%
+567.4%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.3% | +0.9% |
| 7D | +2.1% | +0.4% | +1.6% | +1.9% |
| 30D | -18.3% | +5.4% | -23.7% | -19.5% |
| 3M | -20.3% | +4.3% | -24.6% | -21.4% |
| 6M | -28.1% | -1.3% | -26.7% | -28.1% |
| YTD | -9.3% | +4.7% | -14.0% | -11.3% |
| 1Y | -0.2% | +1.3% | -1.5% | -1.5% |
| 3Y | +118.0% | +57.2% | +60.8% | +83.8% |
| 5Y | +92.1% | +48.2% | +43.8% | +64.5% |
| All | +630.0% | +62.6% | +567.4% | +451.5% |
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