+109.1%
JNJ vs PPL
+53.5%
+55.6%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.3% |
| 7D | +4.1% | -2.2% | +6.3% | +5.0% |
| 30D | +14.0% | +1.7% | +12.4% | +13.3% |
| 3M | +9.2% | +0.1% | +9.1% | +9.1% |
| 6M | +27.8% | -1.5% | +29.3% | +28.3% |
| YTD | +39.2% | +3.0% | +36.2% | +36.8% |
| 1Y | +49.1% | -1.4% | +50.6% | +49.2% |
| All | +109.1% | +53.5% | +55.6% | +77.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling