+57.2%
PPL vs BB
+132.4%
-75.2%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.4% | -5.0% | -0.6% |
| 7D | +0.4% | +3.8% | -3.4% | +0.4% |
| 30D | +5.4% | -0.3% | +5.8% | +5.4% |
| 3M | +4.3% | -0.5% | +4.7% | +4.3% |
| 6M | -1.3% | +45.9% | -47.2% | -2.4% |
| YTD | +4.7% | +130.6% | -125.9% | +2.3% |
| 1Y | +1.3% | +89.2% | -87.9% | -0.6% |
| 3Y | +57.2% | +137.5% | -80.3% | +52.1% |
| All | +57.2% | +132.4% | -75.2% | +52.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling