+87.4%
BAC vs PPL
+56.0%
+31.4%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.5% |
| 7D | -1.2% | +0.4% | -1.6% | -1.3% |
| 30D | -7.7% | +5.4% | -13.1% | -9.0% |
| 3M | -21.2% | +4.3% | -25.4% | -22.1% |
| 6M | -6.8% | -1.3% | -5.5% | -6.6% |
| YTD | -8.7% | +4.7% | -13.4% | -10.8% |
| 1Y | -5.3% | +1.3% | -6.5% | -6.3% |
| 3Y | +87.4% | +57.2% | +30.2% | +47.9% |
| All | +87.4% | +56.0% | +31.4% | +47.9% |
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 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