+54.0%
PPL vs BAH
+182.5%
-128.6%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.9% | +0.1% |
| 7D | +1.8% | -4.3% | +6.1% | +2.6% |
| 30D | -1.1% | -4.5% | +3.4% | -0.3% |
| 3M | 0.0% | -7.6% | +7.6% | +1.1% |
| 6M | -7.6% | -10.6% | +3.0% | -6.3% |
| YTD | +1.7% | -12.6% | +14.3% | +2.8% |
| 1Y | +1.5% | -27.0% | +28.5% | +6.2% |
| 3Y | +55.3% | -31.5% | +86.7% | +57.4% |
| 5Y | +37.7% | -3.8% | +41.5% | +23.7% |
| 10Y | +54.0% | +183.9% | -130.0% | +16.3% |
| All | +54.0% | +182.5% | -128.6% | +16.3% |
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