+1,821.9%
BA vs PPL
+2,096.5%
-274.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | +1.2% | +2.7% | -1.5% | 0.0% |
| 30D | -11.6% | +0.5% | -12.1% | -11.9% |
| 3M | -2.4% | +0.7% | -3.0% | -2.9% |
| 6M | -6.6% | -7.6% | +1.0% | -3.6% |
| YTD | -2.2% | +1.8% | -4.1% | -3.5% |
| 1Y | -8.0% | -0.8% | -7.3% | -8.3% |
| 3Y | -5.0% | +56.9% | -61.9% | -24.6% |
| 5Y | -2.7% | +39.5% | -42.2% | -18.6% |
| 10Y | +75.9% | +55.4% | +20.5% | +40.9% |
| All | +1,821.9% | +2,096.5% | -274.5% | +433.3% |
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 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