+46.3%
PPL vs BAX
-63.3%
+109.5%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.6% | -0.9% |
| 7D | -1.0% | -0.6% | -0.3% | -0.9% |
| 30D | +3.0% | +6.3% | -3.3% | +2.1% |
| 3M | +1.1% | -4.6% | +5.7% | +1.5% |
| 6M | -0.8% | +50.4% | -51.2% | -6.3% |
| YTD | +3.5% | +38.0% | -34.6% | -2.2% |
| 1Y | -0.9% | +44.6% | -45.5% | -7.1% |
| 3Y | +54.2% | -15.1% | +69.4% | +54.8% |
| 5Y | +46.3% | -63.3% | +109.6% | +75.2% |
| All | +46.3% | -63.3% | +109.5% | +75.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling