+237.7%
BAC vs PPL
+65.3%
+172.4%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.2% |
| 7D | +2.1% | 0.0% | +2.0% | +2.0% |
| 30D | -6.7% | +4.3% | -11.0% | -8.9% |
| 3M | -20.2% | +2.9% | -23.2% | -21.7% |
| 6M | -0.2% | +1.1% | -1.3% | -1.4% |
| YTD | -6.4% | +4.5% | -10.8% | -9.8% |
| 1Y | -3.1% | +0.1% | -3.2% | -4.5% |
| 3Y | +96.7% | +55.7% | +41.0% | +46.9% |
| 5Y | +21.3% | +47.6% | -26.3% | -7.7% |
| 10Y | +237.7% | +66.8% | +170.9% | +141.3% |
| All | +237.7% | +65.3% | +172.4% | +141.3% |
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 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