+387.2%
BE vs PPL
+47.9%
+339.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.6% | +4.0% | +3.8% |
| 7D | -14.7% | +0.4% | -15.2% | -15.1% |
| 30D | -40.5% | +5.4% | -46.0% | -42.8% |
| 3M | -24.3% | +4.3% | -28.6% | -26.6% |
| 6M | -39.3% | -1.3% | -38.0% | -39.6% |
| YTD | +99.4% | +4.7% | +94.7% | +87.3% |
| 1Y | +26.6% | +1.3% | +25.3% | +22.0% |
| 3Y | +1,616.9% | +57.2% | +1,559.7% | +963.3% |
| All | +387.2% | +47.9% | +339.3% | +231.7% |
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