+76.3%
INFY vs PPL
+57.8%
+18.5%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.1% |
| 7D | -9.8% | -1.8% | -8.0% | -9.3% |
| 30D | -13.4% | -2.2% | -11.2% | -12.9% |
| 3M | -7.2% | -3.1% | -4.2% | -6.4% |
| 6M | -20.6% | -8.1% | -12.5% | -18.8% |
| YTD | -37.5% | 0.0% | -37.5% | -37.8% |
| 1Y | -33.4% | -1.3% | -32.1% | -33.6% |
| 3Y | -32.4% | +52.7% | -85.1% | -43.2% |
| 5Y | -45.5% | +37.4% | -82.9% | -52.9% |
| All | +76.3% | +57.8% | +18.5% | +33.8% |
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