+57.2%
PPL vs BTG
+78.1%
-20.8%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.5% | -3.0% | -0.7% |
| 7D | +0.4% | +17.4% | -17.0% | -0.6% |
| 30D | +5.4% | +8.0% | -2.6% | +4.8% |
| 3M | +4.3% | +32.5% | -28.2% | +2.1% |
| 6M | -1.3% | +21.6% | -22.9% | -3.1% |
| YTD | +4.7% | +21.2% | -16.5% | +2.2% |
| 1Y | +1.3% | +43.9% | -42.6% | -2.5% |
| 3Y | +57.2% | +78.6% | -21.4% | +47.8% |
| All | +57.2% | +78.1% | -20.8% | +47.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling