+2,090.1%
PPL vs BBWI
+1,034.6%
+1,055.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.8% | -2.8% | -0.4% |
| 7D | +2.7% | +1.5% | +1.2% | +2.4% |
| 30D | +0.5% | -5.2% | +5.6% | +0.9% |
| 3M | +0.7% | +11.1% | -10.4% | -1.2% |
| 6M | -7.6% | -13.4% | +5.8% | -7.0% |
| YTD | +1.8% | +0.1% | +1.7% | +0.3% |
| 1Y | -0.8% | -36.1% | +35.4% | +2.8% |
| 3Y | +56.9% | -44.1% | +101.0% | +60.3% |
| 5Y | +39.5% | -66.2% | +105.8% | +48.4% |
| 10Y | +55.4% | -54.8% | +110.2% | +40.5% |
| All | +2,090.1% | +1,034.6% | +1,055.4% | +1,042.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling