+53,183.6%
TSCO vs PPL
+1,455.8%
+51,727.8%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.3% | +3.2% | +3.0% |
| 7D | +5.9% | -1.2% | +7.1% | +6.2% |
| 30D | +11.0% | +4.2% | +6.7% | +9.9% |
| 3M | +9.0% | +1.5% | +7.5% | +8.6% |
| 6M | +23.9% | +1.0% | +22.8% | +23.4% |
| YTD | -23.7% | +4.4% | -28.1% | -24.7% |
| 1Y | -29.4% | +0.8% | -30.2% | -29.7% |
| 3Y | +1.6% | +56.5% | -54.9% | -9.0% |
| 5Y | -7.1% | +47.7% | -54.8% | -16.0% |
| 10Y | +227.5% | +64.4% | +163.1% | +180.7% |
| All | +53,183.6% | +1,455.8% | +51,727.8% | +32,597.9% |
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