+707.7%
BE vs PPL
+75.6%
+632.1%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.5% | -3.1% | -3.3% |
| 7D | +20.5% | -2.2% | +22.7% | +22.2% |
| 30D | -23.4% | +1.7% | -25.0% | -24.7% |
| 3M | -14.9% | +0.1% | -15.0% | -15.4% |
| 6M | -28.1% | -1.5% | -26.5% | -28.4% |
| YTD | +132.4% | +3.0% | +129.4% | +121.4% |
| 1Y | +59.4% | -1.4% | +60.8% | +56.3% |
| 3Y | +1,815.8% | +53.5% | +1,762.4% | +1,219.2% |
| 5Y | +491.3% | +46.4% | +444.9% | +323.5% |
| All | +707.7% | +75.6% | +632.1% | +543.0% |
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