+57.6%
PPL vs BG
+160.3%
-102.8%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.2% | -1.4% |
| 7D | 0.0% | +0.5% | -0.5% | -0.1% |
| 30D | -1.3% | +10.3% | -11.6% | -3.5% |
| 3M | -2.6% | -1.9% | -0.7% | -2.5% |
| 6M | -8.4% | +5.2% | -13.7% | -10.1% |
| YTD | +0.2% | +41.2% | -41.0% | -8.4% |
| 1Y | -0.2% | +50.5% | -50.8% | -10.6% |
| 3Y | +52.9% | +19.9% | +33.0% | +43.0% |
| 5Y | +36.8% | +86.7% | -49.9% | +9.1% |
| 10Y | +57.6% | +167.5% | -109.9% | +1.3% |
| All | +57.6% | +160.3% | -102.8% | +1.3% |
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