+64.4%
PPL vs BN
+289.4%
-224.9%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.8% | -4.1% | -1.6% |
| 7D | -1.2% | +3.6% | -4.9% | -2.5% |
| 30D | +4.2% | +15.9% | -11.6% | -1.0% |
| 3M | +1.5% | -2.3% | +3.9% | +2.0% |
| 6M | +1.0% | -8.4% | +9.5% | +3.5% |
| YTD | +4.4% | -5.9% | +10.3% | +4.9% |
| 1Y | +0.8% | -5.6% | +6.3% | +1.0% |
| 3Y | +56.5% | +104.2% | -47.8% | +11.3% |
| 5Y | +47.7% | +35.5% | +12.2% | +21.3% |
| 10Y | +64.4% | +285.2% | -220.8% | -13.2% |
| All | +64.4% | +289.4% | -224.9% | -13.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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