+85.4%
BE vs PPL
+0.2%
+85.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +1.3% | -6.2% | -4.3% |
| 7D | +10.8% | -0.4% | +11.2% | +10.8% |
| 30D | -19.8% | +2.6% | -22.4% | -18.8% |
| 3M | -18.7% | +0.8% | -19.5% | -19.1% |
| 6M | -33.7% | +1.4% | -35.2% | -34.1% |
| YTD | +121.0% | +4.3% | +116.7% | +127.7% |
| 1Y | +85.4% | +0.8% | +84.7% | +91.0% |
| All | +85.4% | +0.2% | +85.2% | +91.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling