+64.4%
PPL vs BAX
-35.6%
+100.1%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.4% | -2.7% | -0.8% |
| 7D | -1.2% | +9.0% | -10.3% | -3.1% |
| 30D | +4.2% | +8.5% | -4.2% | +2.2% |
| 3M | +1.5% | -4.1% | +5.6% | +2.1% |
| 6M | +1.0% | +46.9% | -45.9% | -7.8% |
| YTD | +4.4% | +38.4% | -34.0% | -4.9% |
| 1Y | +0.8% | +47.0% | -46.3% | -9.7% |
| 3Y | +56.5% | -14.9% | +71.4% | +55.3% |
| 5Y | +47.7% | -62.5% | +110.2% | +89.2% |
| 10Y | +64.4% | -33.9% | +98.3% | +99.0% |
| All | +64.4% | -35.6% | +100.1% | +99.0% |
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