+101.1%
GOOGL vs PPL
+47.4%
+53.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.3% | -1.2% |
| 7D | +3.9% | -0.4% | +4.2% | +3.9% |
| 30D | -14.9% | +2.6% | -17.6% | -15.3% |
| 3M | -14.6% | +0.8% | -15.4% | -14.7% |
| 6M | -26.4% | +1.4% | -27.9% | -26.8% |
| YTD | -5.3% | +4.3% | -9.6% | -6.9% |
| 1Y | +6.5% | +0.8% | +5.7% | +5.6% |
| 3Y | +126.0% | +57.9% | +68.1% | +86.8% |
| All | +101.1% | +47.4% | +53.7% | +70.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling