+59.9%
PPL vs BBWI
-43.7%
+103.6%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.8% | -2.8% | -0.1% |
| 7D | +2.7% | +1.5% | +1.2% | +2.6% |
| 30D | +0.5% | -5.2% | +5.6% | +0.6% |
| 3M | +0.7% | +11.1% | -10.4% | +0.2% |
| 6M | -7.6% | -13.4% | +5.8% | -7.3% |
| YTD | +1.8% | +0.1% | +1.7% | +1.5% |
| 1Y | -0.8% | -36.1% | +35.4% | +1.0% |
| All | +59.9% | -43.7% | +103.6% | +56.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling