-15.4%
TSCO vs PPL
+58.0%
-73.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | +0.8% | +2.7% | -1.9% | -0.1% |
| 30D | +5.5% | +0.5% | +5.0% | +5.3% |
| 3M | +20.0% | +0.7% | +19.3% | +19.6% |
| 6M | -29.8% | -7.6% | -22.2% | -28.0% |
| YTD | -28.7% | +1.8% | -30.5% | -29.3% |
| 1Y | -40.9% | -0.8% | -40.2% | -41.0% |
| All | -15.4% | +58.0% | -73.4% | -28.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling