+678.6%
PPL vs BRKR
+172.5%
+506.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.1% | -0.4% |
| 7D | -2.1% | -8.7% | +6.5% | -1.5% |
| 30D | -3.1% | -9.9% | +6.8% | -2.4% |
| 3M | -3.1% | -3.1% | 0.0% | -3.3% |
| 6M | -8.0% | +45.5% | -53.5% | -11.3% |
| YTD | -0.3% | +13.7% | -14.0% | -2.4% |
| 1Y | -2.2% | +67.4% | -69.6% | -7.3% |
| 3Y | +50.4% | -13.2% | +63.6% | +47.8% |
| 5Y | +36.9% | -39.5% | +76.4% | +37.4% |
| 10Y | +56.7% | +153.5% | -96.8% | +41.0% |
| All | +678.6% | +172.5% | +506.1% | +532.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BRKR.
Daily Out/Under-Performance
Portfolio return minus BRKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRKR 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 BRKR 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