+65.7%
PPL vs BBY
+285.7%
-220.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | -0.2% |
| 7D | -2.2% | +4.0% | -6.2% | -2.9% |
| 30D | +1.7% | +17.6% | -15.9% | -1.2% |
| 3M | +0.1% | +25.9% | -25.8% | -4.0% |
| 6M | -1.5% | +85.1% | -86.7% | -11.9% |
| YTD | +3.0% | +60.6% | -57.7% | -6.0% |
| 1Y | -1.4% | +40.2% | -41.6% | -7.9% |
| 3Y | +53.5% | +86.6% | -33.2% | +30.9% |
| 5Y | +46.4% | -3.7% | +50.1% | +40.4% |
| All | +65.7% | +285.7% | -220.0% | +28.8% |
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