+39.4%
PPL vs BBWI
-66.0%
+105.4%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.8% | -2.8% | -0.2% |
| 7D | +2.7% | +1.5% | +1.2% | +2.6% |
| 30D | +0.5% | -5.2% | +5.6% | +0.7% |
| 3M | +0.7% | +11.1% | -10.4% | -0.2% |
| 6M | -7.6% | -13.4% | +5.8% | -7.1% |
| YTD | +1.8% | +0.1% | +1.7% | +1.1% |
| 1Y | -0.8% | -36.1% | +35.4% | +1.7% |
| 3Y | +56.9% | -44.1% | +101.0% | +59.4% |
| All | +39.4% | -66.0% | +105.4% | +42.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling