+17.6%
BND vs PPL
+62.1%
-44.5%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.1% |
| 7D | +0.4% | -1.2% | +1.6% | +0.5% |
| 30D | +2.0% | +4.2% | -2.2% | +1.8% |
| 3M | -0.4% | +1.5% | -1.9% | -0.5% |
| 6M | -0.9% | +1.0% | -2.0% | -1.0% |
| YTD | -0.3% | +4.4% | -4.7% | -0.6% |
| 1Y | 0.0% | +0.8% | -0.8% | -0.1% |
| 3Y | +15.1% | +56.5% | -41.4% | +13.0% |
| 5Y | -1.5% | +47.7% | -49.2% | -3.2% |
| 10Y | +17.6% | +64.4% | -46.8% | +15.2% |
| All | +17.6% | +62.1% | -44.5% | +15.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling