+83.7%
PPL vs GDDY
+406.5%
-322.8%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.2% | +0.3% |
| 7D | +2.7% | +3.7% | -1.0% | +2.2% |
| 30D | +0.5% | +10.4% | -9.9% | -0.8% |
| 3M | +0.7% | +19.4% | -18.8% | -1.9% |
| 6M | -7.6% | +14.3% | -21.9% | -9.8% |
| YTD | +1.8% | -18.4% | +20.2% | +3.3% |
| 1Y | -0.8% | -30.1% | +29.3% | +2.5% |
| 3Y | +56.9% | +39.4% | +17.4% | +46.5% |
| 5Y | +39.5% | +35.2% | +4.4% | +29.3% |
| 10Y | +55.4% | +210.0% | -154.6% | +30.9% |
| All | +83.7% | +406.5% | -322.8% | +54.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GDDY.
Daily Out/Under-Performance
Portfolio return minus GDDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDDY 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 GDDY 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