+56.5%
PPL vs BBWI
-25.2%
+81.7%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.9% | -2.2% | -0.4% |
| 7D | -1.2% | -6.2% | +4.9% | -1.0% |
| 30D | +4.2% | +25.5% | -21.3% | +3.3% |
| 3M | +1.5% | +8.0% | -6.5% | +1.1% |
| 6M | +1.0% | +12.7% | -11.6% | +0.4% |
| YTD | +4.4% | +11.6% | -7.2% | +3.6% |
| 1Y | +0.8% | -0.9% | +1.7% | +0.4% |
| 3Y | +56.5% | -22.7% | +79.2% | +52.7% |
| All | +56.5% | -25.2% | +81.7% | +52.7% |
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