+50.5%
PPL vs BTDR
-33.9%
+84.4%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +9.9% | -10.2% | -0.3% |
| 7D | -1.2% | +7.1% | -8.3% | -1.2% |
| 30D | +4.2% | -31.4% | +35.6% | +4.3% |
| 3M | +1.5% | -39.2% | +40.8% | +1.6% |
| 6M | +1.0% | -50.9% | +52.0% | +1.1% |
| YTD | +4.4% | -41.0% | +45.4% | +4.3% |
| 1Y | +0.8% | -69.9% | +70.7% | +0.9% |
| 3Y | +56.5% | +87.3% | -30.8% | +54.1% |
| 5Y | +47.7% | -33.6% | +81.3% | +45.4% |
| All | +50.5% | -33.9% | +84.4% | +48.5% |
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