+31.1%
BA vs PPL
+62.9%
-31.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.8% | -3.3% | -3.1% |
| 7D | -0.1% | +1.0% | -1.1% | -0.8% |
| 30D | -9.1% | +6.8% | -15.9% | -13.3% |
| 3M | -28.2% | +3.9% | -32.0% | -30.3% |
| 6M | -23.1% | -2.0% | -21.1% | -22.7% |
| YTD | -20.6% | +5.3% | -25.8% | -24.3% |
| 1Y | -12.7% | +2.2% | -14.9% | -15.3% |
| 3Y | -11.6% | +56.7% | -68.3% | -39.6% |
| 5Y | -23.1% | +49.1% | -72.2% | -46.2% |
| All | +31.1% | +62.9% | -31.8% | -14.9% |
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 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