+1,364.9%
BP vs PPL
+2,170.9%
-806.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.8% | -2.8% | -2.3% |
| 7D | -11.2% | +1.0% | -12.3% | -11.6% |
| 30D | -0.7% | +6.8% | -7.5% | -3.2% |
| 3M | +9.8% | +3.9% | +5.9% | +7.9% |
| 6M | -1.6% | -2.0% | +0.5% | -1.3% |
| YTD | +33.5% | +5.3% | +28.2% | +29.8% |
| 1Y | +31.7% | +2.2% | +29.5% | +29.4% |
| 3Y | +45.1% | +56.7% | -11.6% | +19.0% |
| 5Y | +105.9% | +49.1% | +56.9% | +70.4% |
| 10Y | +134.4% | +63.6% | +70.8% | +83.2% |
| All | +1,364.9% | +2,170.9% | -806.0% | +554.7% |
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