+47.1%
PPL vs GME
-49.3%
+96.4%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.4% | +1.3% |
| 7D | -0.4% | +2.9% | -3.3% | -0.4% |
| 30D | +2.6% | -4.8% | +7.4% | +2.7% |
| 3M | +0.8% | +39.2% | -38.4% | +0.2% |
| 6M | +1.4% | +17.1% | -15.7% | +1.1% |
| YTD | +4.3% | +28.7% | -24.4% | +3.7% |
| 1Y | +0.8% | +23.3% | -22.6% | +0.3% |
| 3Y | +57.9% | +112.9% | -55.0% | +48.5% |
| All | +47.1% | -49.3% | +96.4% | +41.3% |
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