+675.5%
BE vs PPL
+78.0%
+597.5%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | -0.3% | +12.2% | +12.1% |
| 7D | -1.2% | -1.2% | 0.0% | -0.6% |
| 30D | -30.9% | +4.2% | -35.1% | -33.2% |
| 3M | -11.6% | +1.5% | -13.1% | -12.8% |
| 6M | -25.7% | +1.0% | -26.8% | -27.3% |
| YTD | +123.1% | +4.4% | +118.7% | +110.8% |
| 1Y | +43.4% | +0.8% | +42.6% | +38.7% |
| 3Y | +1,683.6% | +56.5% | +1,627.2% | +1,112.5% |
| 5Y | +465.4% | +47.7% | +417.7% | +303.0% |
| All | +675.5% | +78.0% | +597.5% | +512.2% |
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