+8,714.1%
JNJ vs PPL
+2,158.2%
+6,555.8%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.6% | +2.0% | +1.6% |
| 7D | +1.1% | +0.4% | +0.7% | +1.0% |
| 30D | +6.9% | +5.4% | +1.4% | +5.3% |
| 3M | +8.0% | +4.3% | +3.7% | +6.7% |
| 6M | +24.3% | -1.3% | +25.6% | +24.6% |
| YTD | +35.6% | +4.7% | +30.9% | +33.6% |
| 1Y | +51.1% | +1.3% | +49.8% | +50.1% |
| 3Y | +98.3% | +57.2% | +41.1% | +74.1% |
| 5Y | +94.3% | +48.2% | +46.1% | +72.3% |
| 10Y | +214.9% | +62.7% | +152.2% | +164.6% |
| All | +8,714.1% | +2,158.2% | +6,555.8% | +3,018.9% |
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