+396.6%
BAC vs PPL
+54.8%
+341.7%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | +1.1% | +2.7% | -1.6% | -0.3% |
| 30D | -0.4% | +0.5% | -0.9% | -0.7% |
| 3M | +16.9% | +0.7% | +16.2% | +16.1% |
| 6M | +26.6% | -7.6% | +34.2% | +31.4% |
| YTD | +15.8% | +1.8% | +14.0% | +13.4% |
| 1Y | +27.2% | -0.8% | +27.9% | +26.1% |
| 3Y | +132.4% | +56.9% | +75.5% | +73.9% |
| 5Y | +72.6% | +39.5% | +33.1% | +36.8% |
| All | +396.6% | +54.8% | +341.7% | +245.5% |
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