+678.2%
GOOG vs PPL
+65.2%
+612.9%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.0% | +3.0% | +2.2% |
| 7D | +1.2% | -1.0% | +2.1% | +1.4% |
| 30D | -16.7% | +3.0% | -19.7% | -17.5% |
| 3M | -15.2% | +1.1% | -16.3% | -15.6% |
| 6M | -24.8% | -0.8% | -24.0% | -25.0% |
| YTD | -7.2% | +3.5% | -10.7% | -8.9% |
| 1Y | -0.1% | -0.9% | +0.8% | -0.8% |
| 3Y | +118.8% | +54.2% | +64.6% | +85.6% |
| 5Y | +99.9% | +46.3% | +53.6% | +71.9% |
| 10Y | +678.2% | +65.0% | +613.1% | +490.4% |
| All | +678.2% | +65.2% | +612.9% | +490.4% |
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