+2,164.3%
PPL vs BN
+15,832.7%
-13,668.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.1% | +3.9% | +1.6% |
| 7D | +1.0% | +5.7% | -4.7% | -0.4% |
| 30D | +6.8% | +12.0% | -5.2% | +3.7% |
| 3M | +3.9% | -6.1% | +9.9% | +5.3% |
| 6M | -2.0% | -8.6% | +6.6% | -0.3% |
| YTD | +5.3% | -8.5% | +13.8% | +6.5% |
| 1Y | +2.2% | -8.4% | +10.6% | +3.2% |
| 3Y | +56.7% | +92.3% | -35.5% | +28.2% |
| 5Y | +49.1% | +31.3% | +17.7% | +31.8% |
| 10Y | +63.6% | +280.5% | -216.8% | +10.6% |
| All | +2,164.3% | +15,832.7% | -13,668.5% | +924.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling