+593.0%
BE vs PPL
+78.5%
+514.4%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | +0.2% | -13.8% | -13.7% |
| 7D | -14.7% | +0.4% | -15.2% | -15.1% |
| 30D | -40.5% | +5.4% | -46.0% | -42.9% |
| 3M | -24.3% | +4.3% | -28.6% | -26.7% |
| 6M | -39.3% | -1.3% | -38.0% | -39.6% |
| YTD | +99.4% | +4.7% | +94.7% | +88.2% |
| 1Y | +26.6% | +1.3% | +25.3% | +22.1% |
| 3Y | +1,616.9% | +57.2% | +1,559.7% | +1,061.7% |
| 5Y | +441.4% | +48.2% | +393.1% | +285.2% |
| All | +593.0% | +78.5% | +514.4% | +446.6% |
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