+76.1%
BND vs PPL
+109.9%
-33.8%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | -0.1% |
| 7D | 0.0% | +0.4% | -0.4% | 0.0% |
| 30D | +2.3% | +5.4% | -3.2% | +2.2% |
| 3M | -0.2% | +4.3% | -4.5% | -0.3% |
| 6M | -1.0% | -1.3% | +0.4% | -1.0% |
| YTD | -0.4% | +4.7% | -5.1% | -0.5% |
| 1Y | -0.1% | +1.3% | -1.4% | -0.2% |
| 3Y | +15.1% | +57.2% | -42.1% | +14.3% |
| 5Y | -1.5% | +48.2% | -49.7% | -2.2% |
| 10Y | +16.0% | +62.7% | -46.7% | +15.2% |
| All | +76.1% | +109.9% | -33.8% | +71.1% |
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