+376.2%
PPL vs BG
+1,131.5%
-755.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.2% |
| 7D | +2.7% | +2.8% | -0.1% | +2.1% |
| 30D | +0.5% | +12.0% | -11.6% | -1.9% |
| 3M | +0.7% | -7.7% | +8.4% | +2.0% |
| 6M | -7.6% | +4.5% | -12.1% | -9.0% |
| YTD | +1.8% | +35.7% | -33.9% | -5.1% |
| 1Y | -0.8% | +50.1% | -50.8% | -9.8% |
| 3Y | +56.9% | +12.6% | +44.3% | +49.4% |
| 5Y | +39.5% | +75.4% | -35.9% | +18.5% |
| 10Y | +55.4% | +150.5% | -95.1% | +16.6% |
| All | +376.2% | +1,131.5% | -755.3% | +180.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling