+128.6%
BP vs PPL
+39.5%
+89.1%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | +3.9% | +2.7% | +1.3% | +3.3% |
| 30D | +7.6% | +0.5% | +7.2% | +7.4% |
| 3M | +0.7% | +0.7% | 0.0% | +0.3% |
| 6M | +15.5% | -7.6% | +23.1% | +17.6% |
| YTD | +30.8% | +1.8% | +29.0% | +29.4% |
| 1Y | +34.3% | -0.8% | +35.1% | +33.7% |
| 3Y | +35.1% | +56.9% | -21.8% | +13.9% |
| All | +128.6% | +39.5% | +89.1% | +98.8% |
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 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