+8,947.0%
JNJ vs PPL
+2,121.0%
+6,826.0%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.2% |
| 7D | +4.1% | -2.2% | +6.3% | +4.7% |
| 30D | +14.0% | +1.7% | +12.4% | +13.5% |
| 3M | +9.2% | +0.1% | +9.1% | +9.1% |
| 6M | +27.8% | -1.5% | +29.3% | +28.2% |
| YTD | +39.2% | +3.0% | +36.2% | +37.7% |
| 1Y | +49.1% | -1.4% | +50.6% | +49.3% |
| 3Y | +109.7% | +53.5% | +56.2% | +85.4% |
| 5Y | +97.6% | +46.4% | +51.2% | +75.7% |
| 10Y | +214.1% | +64.3% | +149.8% | +163.5% |
| All | +8,947.0% | +2,121.0% | +6,826.0% | +3,115.9% |
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