+737.9%
BE vs PPL
+76.4%
+661.4%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.0% | -1.0% | +13.9% | +13.6% |
| 7D | +4.5% | -1.0% | +5.5% | +5.0% |
| 30D | -20.1% | +3.0% | -23.2% | -22.3% |
| 3M | -0.8% | +1.1% | -1.9% | -2.1% |
| 6M | -26.2% | -0.8% | -25.5% | -27.0% |
| YTD | +141.1% | +3.5% | +137.6% | +128.9% |
| 1Y | +64.8% | -0.9% | +65.8% | +61.1% |
| 3Y | +1,887.4% | +54.2% | +1,833.2% | +1,263.9% |
| 5Y | +518.1% | +46.3% | +471.8% | +342.9% |
| All | +737.9% | +76.4% | +661.4% | +564.9% |
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 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