+1,076.1%
BE vs PPL
+39.5%
+1,036.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | 0.0% | +7.4% | +7.4% |
| 7D | +20.0% | +2.7% | +17.3% | +18.2% |
| 30D | +7.9% | +0.5% | +7.5% | +7.7% |
| 3M | -13.2% | +0.7% | -13.9% | -14.7% |
| 6M | +53.5% | -7.6% | +61.1% | +59.5% |
| YTD | +191.0% | +1.8% | +189.2% | +180.2% |
| 1Y | +360.5% | -0.8% | +361.3% | +348.8% |
| 3Y | +1,568.0% | +56.9% | +1,511.1% | +962.4% |
| All | +1,076.1% | +39.5% | +1,036.6% | +700.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling