+60.2%
PPL vs BAH
+220.7%
-160.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.4% | +3.9% | +0.3% |
| 7D | +0.4% | -3.5% | +4.0% | +1.1% |
| 30D | +5.4% | +24.3% | -18.8% | +1.2% |
| 3M | +4.3% | +16.3% | -12.1% | +1.1% |
| 6M | -1.3% | +13.6% | -14.9% | -4.5% |
| YTD | +4.7% | +3.5% | +1.2% | +2.2% |
| 1Y | +1.3% | +2.7% | -1.4% | -1.2% |
| 3Y | +57.2% | -26.6% | +83.8% | +58.9% |
| 5Y | +48.2% | +8.5% | +39.7% | +31.0% |
| All | +60.2% | +220.7% | -160.5% | +24.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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