+27.1%
SYK vs PPL
+46.2%
-19.1%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.7% | -1.3% |
| 7D | -6.1% | -1.0% | -5.2% | -5.7% |
| 30D | +12.8% | +3.0% | +9.8% | +11.3% |
| 3M | -8.1% | +1.1% | -9.3% | -8.7% |
| 6M | +13.5% | -0.8% | +14.2% | +13.7% |
| YTD | -8.5% | +3.5% | -12.0% | -10.4% |
| 1Y | -11.4% | -0.9% | -10.5% | -11.5% |
| 3Y | +20.0% | +54.2% | -34.2% | -4.4% |
| All | +27.1% | +46.2% | -19.1% | +1.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling