-16.2%
SYK vs PPL
+0.2%
-16.4%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.2% | -1.3% |
| 7D | -5.0% | -0.4% | -4.6% | -4.9% |
| 30D | +9.9% | +2.6% | +7.3% | +9.1% |
| 3M | -8.9% | +0.8% | -9.7% | -9.1% |
| 6M | +3.1% | +1.4% | +1.7% | +3.0% |
| YTD | -11.1% | +4.3% | -15.5% | -11.0% |
| 1Y | -16.2% | +0.8% | -16.9% | -16.4% |
| All | -16.2% | +0.2% | -16.4% | -16.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling