+47.6%
PPL vs BEN
+30.9%
+16.7%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.1% | -0.1% |
| 7D | 0.0% | +12.1% | -12.1% | -2.0% |
| 30D | +4.3% | +13.4% | -9.1% | +1.9% |
| 3M | +2.9% | +9.4% | -6.4% | +1.2% |
| 6M | +1.1% | +19.3% | -18.1% | -2.5% |
| YTD | +4.5% | +57.3% | -52.8% | -5.1% |
| 1Y | +0.1% | +69.1% | -69.0% | -10.5% |
| 3Y | +55.7% | +85.6% | -29.9% | +33.2% |
| 5Y | +47.6% | +32.9% | +14.7% | +29.6% |
| All | +47.6% | +30.9% | +16.7% | +29.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 BEN 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