-2.1%
PPL vs BTG
+27.2%
-29.4%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.2% | +2.3% | -0.8% |
| 7D | -2.6% | -5.8% | +3.2% | -2.3% |
| 30D | -3.0% | +5.7% | -8.8% | -3.3% |
| 3M | -3.9% | +38.1% | -42.0% | -5.5% |
| 6M | -8.9% | +0.3% | -9.2% | -9.4% |
| YTD | -0.8% | +19.9% | -20.7% | -2.6% |
| 1Y | -2.1% | +24.6% | -26.7% | -6.3% |
| All | -2.1% | +27.2% | -29.4% | -6.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling