+197.5%
PPL vs BAH
+886.2%
-688.8%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | +0.2% |
| 7D | +2.7% | -3.2% | +5.9% | +3.2% |
| 30D | +0.5% | +2.0% | -1.5% | 0.0% |
| 3M | +0.7% | -7.6% | +8.3% | +1.6% |
| 6M | -7.6% | -5.7% | -1.9% | -7.4% |
| YTD | +1.8% | -11.7% | +13.5% | +2.6% |
| 1Y | -0.8% | -27.4% | +26.6% | +3.2% |
| 3Y | +56.9% | -32.5% | +89.4% | +60.9% |
| 5Y | +39.5% | -3.3% | +42.9% | +31.3% |
| 10Y | +55.4% | +186.0% | -130.6% | +25.5% |
| All | +197.5% | +886.2% | -688.8% | +97.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling