+47.7%
PPL vs BDX
+25.7%
+22.0%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -1.9% | -0.7% |
| 7D | -1.2% | +8.4% | -9.6% | -3.3% |
| 30D | +4.2% | +17.1% | -12.9% | +0.1% |
| 3M | +1.5% | +22.4% | -20.9% | -3.8% |
| 6M | +1.0% | +45.9% | -44.9% | -9.0% |
| YTD | +4.4% | +43.8% | -39.4% | -6.2% |
| 1Y | +0.8% | +57.8% | -57.1% | -12.1% |
| 3Y | +56.5% | +25.4% | +31.1% | +44.8% |
| 5Y | +47.7% | +26.0% | +21.7% | +35.9% |
| All | +47.7% | +25.7% | +22.0% | +35.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling