+212.5%
BMNR vs PPL
+5.0%
+207.4%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.5% | -0.7% | +0.7% |
| 7D | +5.0% | 0.0% | +5.0% | +5.3% |
| 30D | +33.8% | -1.3% | +35.0% | +36.3% |
| 3M | +49.4% | -2.6% | +52.0% | +49.9% |
| 6M | +17.0% | -8.4% | +25.4% | +34.1% |
| YTD | -10.8% | +0.2% | -11.0% | -34.3% |
| 1Y | -45.7% | -0.2% | -45.5% | -68.6% |
| All | +212.5% | +5.0% | +207.4% | -99.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling