+131.6%
PPL vs BR
+1,465.0%
-1,333.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.8% | +1.3% | 0.0% |
| 7D | +0.4% | +6.5% | -6.1% | -1.7% |
| 30D | +5.4% | +18.9% | -13.5% | -0.5% |
| 3M | +4.3% | +16.3% | -12.0% | -1.2% |
| 6M | -1.3% | +26.2% | -27.5% | -9.6% |
| YTD | +4.7% | -13.1% | +17.8% | +8.2% |
| 1Y | +1.3% | -10.5% | +11.7% | +3.5% |
| 3Y | +57.2% | +13.3% | +43.9% | +46.4% |
| 5Y | +48.2% | +19.9% | +28.3% | +33.2% |
| 10Y | +62.7% | +254.2% | -191.5% | -1.5% |
| All | +131.6% | +1,465.0% | -1,333.4% | -21.9% |
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