+2,658.8%
INFY vs PPL
+840.9%
+1,818.0%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.0% | -1.4% | -2.0% |
| 7D | +0.5% | -1.0% | +1.4% | +0.8% |
| 30D | +13.6% | +3.0% | +10.5% | +12.6% |
| 3M | -2.4% | +1.1% | -3.5% | -2.8% |
| 6M | +2.2% | -0.8% | +2.9% | +2.2% |
| YTD | -29.5% | +3.5% | -32.9% | -30.5% |
| 1Y | -26.1% | -0.9% | -25.2% | -26.4% |
| 3Y | -19.7% | +54.2% | -73.9% | -31.1% |
| 5Y | -39.6% | +46.3% | -85.9% | -47.8% |
| 10Y | +122.0% | +65.0% | +57.0% | +78.8% |
| All | +2,658.8% | +840.9% | +1,818.0% | +2,469.0% |
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