+64.4%
PPL vs BB
+33.0%
+31.4%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.5% | -5.8% | -0.5% |
| 7D | -1.2% | +15.0% | -16.2% | -1.9% |
| 30D | +4.2% | +3.5% | +0.8% | +3.9% |
| 3M | +1.5% | +2.7% | -1.2% | +1.1% |
| 6M | +1.0% | +44.7% | -43.7% | -1.9% |
| YTD | +4.4% | +143.3% | -138.9% | -1.9% |
| 1Y | +0.8% | +102.2% | -101.4% | -4.4% |
| 3Y | +56.5% | +156.1% | -99.6% | +43.4% |
| 5Y | +47.7% | -17.6% | +65.3% | +42.4% |
| 10Y | +64.4% | +29.0% | +35.5% | +32.0% |
| All | +64.4% | +33.0% | +31.4% | +32.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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