+57.6%
PPL vs BTG
+147.2%
-89.7%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.7% | -3.2% | -1.6% |
| 7D | 0.0% | +2.4% | -2.4% | -0.2% |
| 30D | -1.3% | +9.5% | -10.7% | -2.0% |
| 3M | -2.6% | +38.5% | -41.1% | -5.4% |
| 6M | -8.4% | +5.6% | -14.1% | -9.5% |
| YTD | +0.2% | +23.9% | -23.7% | -2.6% |
| 1Y | -0.2% | +32.1% | -32.4% | -3.9% |
| 3Y | +52.9% | +103.2% | -50.3% | +39.9% |
| 5Y | +36.8% | +79.7% | -42.9% | +25.2% |
| 10Y | +57.6% | +159.1% | -101.6% | +34.5% |
| All | +57.6% | +147.2% | -89.7% | +34.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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