+73.5%
BA vs PPL
+54.8%
+18.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | +1.2% | +2.7% | -1.5% | -0.6% |
| 30D | -11.6% | +0.5% | -12.1% | -12.0% |
| 3M | -2.4% | +0.7% | -3.0% | -3.2% |
| 6M | -6.6% | -7.6% | +1.0% | -2.1% |
| YTD | -2.2% | +1.8% | -4.1% | -4.4% |
| 1Y | -8.0% | -0.8% | -7.3% | -8.8% |
| 3Y | -5.0% | +56.9% | -61.9% | -35.2% |
| 5Y | -2.7% | +39.5% | -42.2% | -28.2% |
| All | +73.5% | +54.8% | +18.6% | +14.5% |
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