+125.2%
PPL vs BR
+1,321.0%
-1,195.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.4% | +3.4% | +1.1% |
| 7D | +2.7% | -5.3% | +7.9% | +4.5% |
| 30D | +0.5% | +6.4% | -6.0% | -1.8% |
| 3M | +0.7% | +13.6% | -13.0% | -4.1% |
| 6M | -7.6% | -6.7% | -0.9% | -6.4% |
| YTD | +1.8% | -21.1% | +22.9% | +8.9% |
| 1Y | -0.8% | -29.6% | +28.8% | +10.3% |
| 3Y | +56.9% | -2.4% | +59.2% | +53.9% |
| 5Y | +39.5% | +11.2% | +28.3% | +28.6% |
| 10Y | +55.4% | +191.8% | -136.4% | +0.4% |
| All | +125.2% | +1,321.0% | -1,195.8% | -21.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling