+438.9%
LLY vs PPL
+47.7%
+391.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.8% | -4.5% | -4.0% |
| 7D | -0.7% | +1.0% | -1.7% | -1.0% |
| 30D | +17.9% | +6.8% | +11.1% | +15.8% |
| 3M | +16.8% | +3.9% | +13.0% | +15.5% |
| 6M | +38.4% | -2.0% | +40.5% | +39.0% |
| YTD | +27.6% | +5.3% | +22.3% | +24.9% |
| 1Y | +48.3% | +2.2% | +46.2% | +46.5% |
| 3Y | +145.4% | +56.7% | +88.6% | +108.1% |
| 5Y | +438.9% | +49.1% | +389.8% | +366.5% |
| All | +438.9% | +47.7% | +391.2% | +366.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling