+259.0%
BNY vs PPL
+36.4%
+222.6%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | +0.1% |
| 7D | -1.1% | -1.8% | +0.7% | -0.4% |
| 30D | +1.4% | -2.2% | +3.6% | +2.3% |
| 3M | +16.8% | -3.1% | +19.9% | +17.9% |
| 6M | +42.0% | -8.1% | +50.1% | +46.3% |
| YTD | +41.9% | 0.0% | +41.9% | +40.2% |
| 1Y | +59.2% | -1.3% | +60.5% | +58.1% |
| 3Y | +290.9% | +52.7% | +238.3% | +205.7% |
| 5Y | +259.0% | +37.4% | +221.6% | +191.0% |
| All | +259.0% | +36.4% | +222.6% | +191.0% |
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