+49.1%
PPL vs BAH
+12.6%
+36.5%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.2% | -0.4% | +0.7% |
| 7D | +1.0% | +6.0% | -5.0% | +0.5% |
| 30D | +6.8% | +31.1% | -24.3% | +4.1% |
| 3M | +3.9% | +25.2% | -21.3% | +1.5% |
| 6M | -2.0% | +18.9% | -20.9% | -4.1% |
| YTD | +5.3% | +8.3% | -3.0% | +3.5% |
| 1Y | +2.2% | +6.2% | -4.0% | +0.6% |
| 3Y | +56.7% | -22.8% | +79.5% | +55.3% |
| 5Y | +49.1% | +13.6% | +35.5% | +34.2% |
| All | +49.1% | +12.6% | +36.5% | +34.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling