+2,164.3%
PPL vs BAX
+893.5%
+1,270.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.2% | +4.0% | +1.4% |
| 7D | +1.0% | +9.1% | -8.1% | -0.8% |
| 30D | +6.8% | +5.3% | +1.5% | +5.5% |
| 3M | +3.9% | -6.1% | +10.0% | +4.8% |
| 6M | -2.0% | +53.3% | -55.3% | -10.7% |
| YTD | +5.3% | +34.4% | -29.1% | -2.7% |
| 1Y | +2.2% | +43.2% | -41.0% | -6.8% |
| 3Y | +56.7% | -20.1% | +76.9% | +57.1% |
| 5Y | +49.1% | -63.7% | +112.8% | +74.4% |
| 10Y | +63.6% | -36.3% | +100.0% | +70.1% |
| All | +2,164.3% | +893.5% | +1,270.8% | +1,438.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling