+55.7%
PPL vs BB
+152.5%
-96.8%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +0.9% | +0.1% |
| 7D | 0.0% | +11.6% | -11.6% | +0.1% |
| 30D | +4.3% | +2.6% | +1.7% | +4.3% |
| 3M | +2.9% | +3.5% | -0.6% | +3.0% |
| 6M | +1.1% | +43.5% | -42.4% | +0.2% |
| YTD | +4.5% | +141.2% | -136.7% | +2.4% |
| 1Y | +0.1% | +97.4% | -97.3% | -1.5% |
| 3Y | +55.7% | +151.1% | -95.4% | +52.1% |
| All | +55.7% | +152.5% | -96.8% | +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