+39.4%
PPL vs GME
-62.8%
+102.3%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | 0.0% |
| 7D | +2.7% | +7.2% | -4.6% | +2.5% |
| 30D | +0.5% | +0.8% | -0.3% | +0.4% |
| 3M | +0.7% | -14.0% | +14.6% | +0.9% |
| 6M | -7.6% | -19.7% | +12.1% | -7.3% |
| YTD | +1.8% | -4.6% | +6.4% | +1.8% |
| 1Y | -0.8% | -14.3% | +13.6% | -0.6% |
| 3Y | +56.9% | +4.0% | +52.9% | +50.8% |
| All | +39.4% | -62.8% | +102.3% | +34.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling