+47.1%
PPL vs BTDR
-44.0%
+91.1%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -8.6% | +10.0% | +1.3% |
| 7D | -0.4% | -6.9% | +6.5% | -0.4% |
| 30D | +2.6% | -31.5% | +34.2% | +2.7% |
| 3M | +0.8% | -36.1% | +36.9% | +0.8% |
| 6M | +1.4% | -57.6% | +59.1% | +1.4% |
| YTD | +4.3% | -50.0% | +54.3% | +4.2% |
| 1Y | +0.8% | -49.6% | +50.3% | +0.6% |
| 3Y | +57.9% | +48.5% | +9.4% | +55.4% |
| All | +47.1% | -44.0% | +91.1% | +46.3% |
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