+57.2%
PPL vs GME
+79.6%
-22.3%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.9% | -4.5% | -0.6% |
| 7D | +0.4% | +3.7% | -3.3% | +0.4% |
| 30D | +5.4% | +2.2% | +3.3% | +5.4% |
| 3M | +4.3% | +30.6% | -26.4% | +4.3% |
| 6M | -1.3% | -0.2% | -1.1% | -1.3% |
| YTD | +4.7% | +25.1% | -20.4% | +4.6% |
| 1Y | +1.3% | +17.7% | -16.4% | +1.2% |
| 3Y | +57.2% | +85.7% | -28.4% | +56.0% |
| All | +57.2% | +79.6% | -22.3% | +56.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 3y: compounded portfolio wealth divided by compounded GME 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…
3y analysis · Full analysis span regression · 6 months rolling