+67.9%
PPL vs BG
+111.0%
-43.1%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.7% | -0.4% | +0.9% |
| 7D | -0.4% | +2.6% | -2.9% | -0.9% |
| 30D | +2.6% | -6.7% | +9.3% | +4.2% |
| 3M | +0.8% | -9.3% | +10.1% | +2.7% |
| 6M | +1.4% | -18.3% | +19.8% | +5.4% |
| YTD | +4.3% | +16.2% | -11.9% | -0.7% |
| 1Y | +0.8% | +7.6% | -6.8% | -2.4% |
| 3Y | +57.9% | +6.6% | +51.3% | +50.7% |
| 5Y | +48.3% | +22.2% | +26.1% | +32.2% |
| All | +67.9% | +111.0% | -43.1% | +14.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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