+49,750.0%
TSCO vs PPL
+1,417.5%
+48,332.6%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +19.7% |
| 6M | -29.8% | -7.6% | -22.2% | -28.6% |
| YTD | -28.7% | +1.8% | -30.5% | -29.1% |
| 1Y | -40.9% | -0.8% | -40.2% | -41.0% |
| 3Y | -15.9% | +56.9% | -72.8% | -24.8% |
| 5Y | -3.5% | +39.5% | -43.0% | -11.6% |
| 10Y | +142.2% | +55.4% | +86.8% | +109.9% |
| All | +49,750.0% | +1,417.5% | +48,332.6% | +30,656.7% |
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 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