+22,728.0%
SYK vs PPL
+2,061.4%
+20,666.5%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | +0.2% |
| 7D | -11.8% | 0.0% | -11.8% | -11.8% |
| 30D | -20.4% | -1.3% | -19.1% | -20.1% |
| 3M | -12.1% | -2.6% | -9.5% | -11.3% |
| 6M | -24.3% | -8.4% | -15.9% | -22.1% |
| YTD | -21.2% | +0.2% | -21.4% | -21.5% |
| 1Y | -29.2% | -0.2% | -28.9% | -29.4% |
| 3Y | -2.1% | +52.9% | -55.0% | -16.5% |
| 5Y | +4.7% | +36.8% | -32.1% | -7.5% |
| 10Y | +178.2% | +57.6% | +120.7% | +130.1% |
| All | +22,728.0% | +2,061.4% | +20,666.5% | +6,400.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling