-37.5%
INFY vs PPL
+47.4%
-84.9%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.6% | +1.6% |
| 7D | +5.5% | 0.0% | +5.5% | +5.5% |
| 30D | +17.3% | +4.3% | +13.0% | +16.6% |
| 3M | +0.2% | +2.9% | -2.7% | -0.3% |
| 6M | +0.3% | +1.1% | -0.9% | 0.0% |
| YTD | -27.8% | +4.5% | -32.3% | -28.6% |
| 1Y | -23.3% | +0.1% | -23.4% | -23.5% |
| 3Y | -17.8% | +55.7% | -73.5% | -27.5% |
| 5Y | -37.5% | +47.6% | -85.1% | -44.1% |
| All | -37.5% | +47.4% | -84.9% | -44.1% |
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