+55.1%
PPL vs BAX
-34.3%
+89.4%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | -0.2% |
| 7D | +2.7% | -1.1% | +3.8% | +2.9% |
| 30D | +0.5% | -5.5% | +5.9% | +1.6% |
| 3M | +0.7% | +33.5% | -32.9% | -6.0% |
| 6M | -7.6% | +35.9% | -43.5% | -14.4% |
| YTD | +1.8% | +35.4% | -33.5% | -6.6% |
| 1Y | -0.8% | +9.8% | -10.5% | -4.7% |
| 3Y | +56.9% | -32.7% | +89.6% | +67.3% |
| 5Y | +39.5% | -65.6% | +105.1% | +84.9% |
| All | +55.1% | -34.3% | +89.4% | +70.2% |
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