+57.6%
PPL vs BDX
+56.2%
+1.4%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.0% | -2.5% | -1.8% |
| 7D | 0.0% | -3.6% | +3.6% | +1.1% |
| 30D | -1.3% | +0.7% | -1.9% | -1.6% |
| 3M | -2.6% | +19.0% | -21.5% | -8.1% |
| 6M | -8.4% | +10.8% | -19.2% | -11.9% |
| YTD | +0.2% | +20.1% | -19.9% | -6.5% |
| 1Y | -0.2% | +23.1% | -23.3% | -7.9% |
| 3Y | +52.9% | -8.8% | +61.7% | +54.5% |
| 5Y | +36.8% | -1.4% | +38.3% | +32.9% |
| 10Y | +57.6% | +60.5% | -2.9% | +29.1% |
| All | +57.6% | +56.2% | +1.4% | +29.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX 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 BDX 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