+13,444.1%
GOOG vs PPL
+309.2%
+13,134.9%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -2.1% | +2.7% | -4.8% | -3.1% |
| 30D | -6.8% | +0.5% | -7.3% | -7.1% |
| 3M | -9.1% | +0.7% | -9.7% | -9.6% |
| 6M | +10.7% | -7.6% | +18.3% | +13.2% |
| YTD | +7.1% | +1.8% | +5.2% | +5.3% |
| 1Y | +44.6% | -0.8% | +45.4% | +43.4% |
| 3Y | +147.4% | +56.9% | +90.6% | +100.7% |
| 5Y | +133.8% | +39.5% | +94.3% | +97.7% |
| 10Y | +777.5% | +55.4% | +722.1% | +572.4% |
| All | +13,444.1% | +309.2% | +13,134.9% | +5,760.2% |
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