+60.2%
PPL vs BAX
-36.8%
+97.1%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.7% |
| 7D | +0.4% | +12.1% | -11.7% | -2.1% |
| 30D | +5.4% | +7.6% | -2.1% | +3.5% |
| 3M | +4.3% | -4.5% | +8.7% | +4.9% |
| 6M | -1.3% | +52.0% | -53.4% | -10.7% |
| YTD | +4.7% | +35.1% | -30.5% | -4.2% |
| 1Y | +1.3% | +43.7% | -42.5% | -8.9% |
| 3Y | +57.2% | -20.9% | +78.2% | +59.3% |
| 5Y | +48.2% | -63.5% | +111.8% | +91.4% |
| All | +60.2% | -36.8% | +97.1% | +89.4% |
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