+290.0%
BNY vs PPL
+55.4%
+234.5%
-17.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.2% |
| 7D | +1.5% | +1.8% | -0.3% | +1.0% |
| 30D | +3.3% | -1.1% | +4.4% | +3.6% |
| 3M | +15.3% | 0.0% | +15.3% | +15.0% |
| 6M | +42.5% | -7.6% | +50.0% | +45.1% |
| YTD | +42.0% | +1.7% | +40.3% | +40.0% |
| 1Y | +59.3% | +1.5% | +57.8% | +57.0% |
| All | +290.0% | +55.4% | +234.5% | +226.9% |
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