+67.9%
PPL vs BAX
-35.8%
+103.7%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.0% | +1.3% |
| 7D | -0.4% | +0.1% | -0.4% | -0.4% |
| 30D | +2.6% | +4.1% | -1.4% | +1.5% |
| 3M | +0.8% | -4.5% | +5.4% | +1.4% |
| 6M | +1.4% | +49.2% | -47.8% | -7.8% |
| YTD | +4.3% | +35.2% | -30.9% | -4.6% |
| 1Y | +0.8% | +38.3% | -37.5% | -8.4% |
| 3Y | +57.9% | -19.0% | +76.9% | +58.9% |
| 5Y | +48.3% | -64.2% | +112.5% | +92.9% |
| All | +67.9% | -35.8% | +103.7% | +102.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 BAX 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