+31.8%
BA vs PPL
+62.0%
-30.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.9% |
| 7D | +1.1% | +0.4% | +0.7% | +0.8% |
| 30D | -7.9% | +5.4% | -13.4% | -11.3% |
| 3M | -25.3% | +4.3% | -29.6% | -27.7% |
| 6M | -24.6% | -1.3% | -23.3% | -24.6% |
| YTD | -20.1% | +4.7% | -24.8% | -23.7% |
| 1Y | -11.8% | +1.3% | -13.0% | -13.8% |
| 3Y | -10.1% | +57.2% | -67.4% | -38.8% |
| 5Y | -22.7% | +48.2% | -71.0% | -45.7% |
| All | +31.8% | +62.0% | -30.3% | -14.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling