-4.6%
BA vs PPL
+57.3%
-61.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -11.7% |
| 3M | -2.4% | +0.7% | -3.0% | -2.5% |
| 6M | -6.6% | -7.6% | +1.0% | -5.3% |
| YTD | -2.2% | +1.8% | -4.1% | -2.6% |
| 1Y | -8.0% | -0.8% | -7.3% | -7.9% |
| All | -4.6% | +57.3% | -61.9% | -14.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling