+7.6%
PPL vs BIYA
-99.9%
+107.5%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | -0.4% | +9.0% | -9.4% | -0.4% |
| 30D | +2.6% | -12.9% | +15.6% | +2.7% |
| 3M | +0.8% | -54.7% | +55.5% | +0.9% |
| 6M | +1.4% | -85.1% | +86.5% | +1.6% |
| YTD | +4.3% | -96.9% | +101.2% | +5.4% |
| 1Y | +0.8% | -98.5% | +99.3% | +2.3% |
| All | +7.6% | -99.9% | +107.5% | +9.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 BIYA 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