+39.4%
PPL vs BBY
-0.2%
+39.7%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.2% | -3.2% | -0.3% |
| 7D | +2.7% | +9.5% | -6.8% | +1.8% |
| 30D | +0.5% | +6.8% | -6.4% | -0.2% |
| 3M | +0.7% | +28.9% | -28.2% | -1.6% |
| 6M | -7.6% | +37.8% | -45.4% | -10.4% |
| YTD | +1.8% | +38.7% | -36.9% | -1.5% |
| 1Y | -0.8% | +23.7% | -24.4% | -3.0% |
| 3Y | +56.9% | +39.1% | +17.8% | +48.0% |
| All | +39.4% | -0.2% | +39.7% | +27.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling