+212.3%
BMNR vs PPL
+4.9%
+207.5%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.1% | +0.3% |
| 7D | -8.5% | -1.8% | -6.8% | -5.3% |
| 30D | +33.8% | -2.2% | +36.0% | +39.1% |
| 3M | +54.7% | -3.1% | +57.8% | +57.1% |
| 6M | +16.7% | -8.1% | +24.8% | +31.9% |
| YTD | -10.9% | 0.0% | -10.9% | -34.2% |
| 1Y | -46.9% | -1.3% | -45.6% | -66.0% |
| All | +212.3% | +4.9% | +207.5% | -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 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