+48.5%
PPL vs BR
+19.3%
+29.2%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.8% | +1.3% | -0.1% |
| 7D | +0.4% | +6.5% | -6.1% | -1.2% |
| 30D | +5.4% | +18.9% | -13.5% | +0.7% |
| 3M | +4.3% | +16.3% | -12.0% | -0.1% |
| 6M | -1.3% | +26.2% | -27.5% | -8.0% |
| YTD | +4.7% | -13.1% | +17.8% | +9.3% |
| 1Y | +1.3% | -10.5% | +11.7% | +4.5% |
| 3Y | +57.2% | +13.3% | +43.9% | +47.2% |
| All | +48.5% | +19.3% | +29.2% | +29.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling