+1,658.7%
HCA vs PPL
+191.7%
+1,467.0%
-54.7%
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 | -3.1% | +2.7% | -5.7% | -4.4% |
| 30D | -1.1% | +0.5% | -1.6% | -1.5% |
| 3M | +12.2% | +0.7% | +11.5% | +11.6% |
| 6M | -25.3% | -7.6% | -17.7% | -22.6% |
| YTD | -12.9% | +1.8% | -14.8% | -14.4% |
| 1Y | -0.9% | -0.8% | -0.2% | -1.4% |
| 3Y | +47.6% | +56.9% | -9.2% | +13.7% |
| 5Y | +67.0% | +39.5% | +27.4% | +36.3% |
| 10Y | +471.4% | +55.4% | +416.1% | +331.6% |
| All | +1,658.7% | +191.7% | +1,467.0% | +833.6% |
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