+60.2%
PPL vs BBWI
-43.7%
+104.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.3% | +2.7% | -0.2% |
| 7D | +0.4% | -6.2% | +6.6% | +1.1% |
| 30D | +5.4% | +19.9% | -14.5% | +3.2% |
| 3M | +4.3% | +7.1% | -2.9% | +3.0% |
| 6M | -1.3% | +13.7% | -15.0% | -3.5% |
| YTD | +4.7% | +9.6% | -4.9% | +2.1% |
| 1Y | +1.3% | -1.6% | +2.9% | -0.6% |
| 3Y | +57.2% | -25.9% | +83.1% | +54.8% |
| 5Y | +48.2% | -67.8% | +116.0% | +58.8% |
| All | +60.2% | -43.7% | +104.0% | +21.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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