+701.6%
BE vs PPL
+78.1%
+623.5%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | 0.0% | -6.4% | -6.4% |
| 7D | -12.1% | +1.8% | -13.9% | -13.3% |
| 30D | -30.1% | +8.4% | -38.5% | -34.1% |
| 3M | -12.1% | +2.4% | -14.5% | -13.8% |
| 6M | -30.6% | -4.0% | -26.6% | -29.5% |
| YTD | +130.6% | +4.5% | +126.2% | +118.1% |
| 1Y | +55.3% | +1.7% | +53.6% | +49.3% |
| 3Y | +1,755.6% | +55.5% | +1,700.0% | +1,166.6% |
| 5Y | +564.5% | +47.0% | +517.4% | +375.5% |
| All | +701.6% | +78.1% | +623.5% | +533.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling