-1.3%
BND vs PPL
+47.9%
-49.2%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | 0.0% |
| 7D | 0.0% | +0.4% | -0.4% | 0.0% |
| 30D | +2.3% | +5.4% | -3.2% | +1.8% |
| 3M | -0.2% | +4.3% | -4.5% | -0.6% |
| 6M | -1.0% | -1.3% | +0.4% | -0.9% |
| YTD | -0.4% | +4.7% | -5.1% | -0.9% |
| 1Y | -0.1% | +1.3% | -1.4% | -0.4% |
| 3Y | +15.1% | +57.2% | -42.1% | +9.6% |
| All | -1.3% | +47.9% | -49.2% | -5.0% |
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