+39.4%
PPL vs BTDR
+25.2%
+14.3%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.9% | -3.9% | 0.0% |
| 7D | +2.7% | +20.0% | -17.3% | +2.6% |
| 30D | +0.5% | +11.9% | -11.5% | +0.4% |
| 3M | +0.7% | -36.9% | +37.6% | +0.7% |
| 6M | -7.6% | +56.5% | -64.1% | -7.9% |
| YTD | +1.8% | +10.4% | -8.6% | +1.6% |
| 1Y | -0.8% | +3.1% | -3.8% | -1.0% |
| 3Y | +56.9% | -2.6% | +59.5% | +53.7% |
| All | +39.4% | +25.2% | +14.3% | +38.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling