+372.0%
LLY vs PPL
+39.5%
+332.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | -2.1% | +2.7% | -4.8% | -2.9% |
| 30D | -1.6% | +0.5% | -2.1% | -1.8% |
| 3M | +2.3% | +0.7% | +1.6% | +1.9% |
| 6M | +14.9% | -7.6% | +22.5% | +17.1% |
| YTD | +7.5% | +1.8% | +5.6% | +6.2% |
| 1Y | +55.7% | -0.8% | +56.4% | +54.9% |
| 3Y | +110.6% | +56.9% | +53.7% | +77.7% |
| All | +372.0% | +39.5% | +332.5% | +321.6% |
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 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