+641.7%
BE vs PPL
+78.1%
+563.5%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.1% | -4.4% | -4.4% |
| 7D | -13.4% | 0.0% | -13.4% | -13.5% |
| 30D | -33.9% | +4.3% | -38.2% | -36.1% |
| 3M | -12.0% | +2.9% | -14.9% | -14.0% |
| 6M | -29.0% | +1.1% | -30.1% | -30.5% |
| YTD | +113.4% | +4.5% | +108.9% | +101.5% |
| 1Y | +33.2% | +0.1% | +33.1% | +29.4% |
| 3Y | +1,659.2% | +55.7% | +1,603.5% | +1,100.6% |
| 5Y | +461.4% | +47.6% | +413.8% | +300.3% |
| All | +641.7% | +78.1% | +563.5% | +485.3% |
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