+2,090.1%
PPL vs BDX
+5,351.6%
-3,261.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | +0.3% |
| 7D | +2.7% | -2.5% | +5.2% | +3.2% |
| 30D | +0.5% | +8.3% | -7.8% | -1.3% |
| 3M | +0.7% | +24.4% | -23.7% | -4.0% |
| 6M | -7.6% | +9.2% | -16.8% | -9.6% |
| YTD | +1.8% | +22.7% | -20.9% | -3.0% |
| 1Y | -0.8% | +25.9% | -26.6% | -6.1% |
| 3Y | +56.9% | -10.5% | +67.3% | +57.8% |
| 5Y | +39.5% | +1.9% | +37.6% | +36.2% |
| 10Y | +55.4% | +58.7% | -3.3% | +38.1% |
| All | +2,090.1% | +5,351.6% | -3,261.5% | +1,016.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling