+5.1%
PPL vs BIYA
-99.8%
+104.8%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | 0.0% |
| 7D | +2.7% | +1.3% | +1.3% | +2.7% |
| 30D | +0.5% | -21.0% | +21.4% | +0.5% |
| 3M | +0.7% | -74.3% | +75.0% | +1.0% |
| 6M | -7.6% | -84.6% | +77.0% | -7.6% |
| YTD | +1.8% | -94.2% | +96.0% | +2.8% |
| 1Y | -0.8% | -98.2% | +97.5% | +0.9% |
| All | +5.1% | -99.8% | +104.8% | +7.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling