+130.2%
BP vs PPL
+62.0%
+68.2%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.1% |
| 7D | -11.6% | +0.4% | -12.1% | -11.8% |
| 30D | 0.0% | +5.4% | -5.4% | -2.3% |
| 3M | +6.7% | +4.3% | +2.5% | +4.5% |
| 6M | +2.2% | -1.3% | +3.5% | +2.2% |
| YTD | +33.0% | +4.7% | +28.3% | +28.9% |
| 1Y | +30.7% | +1.3% | +29.5% | +28.5% |
| 3Y | +44.2% | +57.2% | -13.0% | +12.2% |
| 5Y | +105.1% | +48.2% | +56.9% | +61.7% |
| All | +130.2% | +62.0% | +68.2% | +68.8% |
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