+54.5%
JNJ vs PPL
+0.8%
+53.7%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.1% | -2.1% | -2.2% |
| 7D | -0.8% | +1.8% | -2.5% | -1.3% |
| 30D | +4.3% | -1.1% | +5.4% | +4.6% |
| 3M | +16.5% | 0.0% | +16.5% | +16.6% |
| 6M | +13.1% | -7.6% | +20.7% | +15.0% |
| YTD | +32.1% | +1.7% | +30.4% | +31.5% |
| 1Y | +54.5% | +1.5% | +53.0% | +52.8% |
| All | +54.5% | +0.8% | +53.7% | +52.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling