+46.7%
PPL vs BTDR
+26.7%
+20.0%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.3% | -2.4% | -0.1% |
| 7D | +1.8% | +22.4% | -20.6% | +1.7% |
| 30D | -1.1% | +16.5% | -17.5% | -1.1% |
| 3M | 0.0% | -31.5% | +31.5% | +0.1% |
| 6M | -7.6% | +74.0% | -81.6% | -7.9% |
| YTD | +1.7% | +13.0% | -11.3% | +1.5% |
| 1Y | +1.5% | -0.2% | +1.8% | +1.3% |
| 3Y | +55.3% | +9.9% | +45.4% | +52.1% |
| 5Y | +37.7% | +28.1% | +9.6% | +35.5% |
| All | +46.7% | +26.7% | +20.0% | +44.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 BTDR 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