+57.6%
PPL vs BBY
+236.2%
-178.6%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.5% | -0.1% | -1.3% |
| 7D | 0.0% | +1.2% | -1.2% | -0.2% |
| 30D | -1.3% | +6.8% | -8.1% | -2.4% |
| 3M | -2.6% | +18.7% | -21.3% | -5.5% |
| 6M | -8.4% | +37.3% | -45.7% | -13.7% |
| YTD | +0.2% | +35.3% | -35.1% | -5.6% |
| 1Y | -0.2% | +20.7% | -20.9% | -4.4% |
| 3Y | +52.9% | +39.4% | +13.5% | +38.1% |
| 5Y | +36.8% | -1.5% | +38.3% | +29.1% |
| 10Y | +57.6% | +239.8% | -182.2% | +24.0% |
| All | +57.6% | +236.2% | -178.6% | +24.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 BBY 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