+54.0%
PPL vs BR
+183.7%
-129.8%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.5% | +2.4% | +0.8% |
| 7D | +1.8% | -5.9% | +7.7% | +3.9% |
| 30D | -1.1% | +1.9% | -3.0% | -1.9% |
| 3M | 0.0% | +14.7% | -14.6% | -5.2% |
| 6M | -7.6% | -12.8% | +5.2% | -3.8% |
| YTD | +1.7% | -23.0% | +24.8% | +10.6% |
| 1Y | +1.5% | -31.7% | +33.2% | +15.3% |
| 3Y | +55.3% | -4.8% | +60.0% | +52.9% |
| 5Y | +37.7% | +7.8% | +29.9% | +26.4% |
| 10Y | +54.0% | +184.1% | -130.1% | -2.3% |
| All | +54.0% | +183.7% | -129.8% | -2.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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