+39.4%
PPL vs BTG
+72.3%
-32.9%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | +0.1% |
| 7D | +2.7% | -0.9% | +3.5% | +2.7% |
| 30D | +0.5% | +36.8% | -36.4% | -2.6% |
| 3M | +0.7% | +23.1% | -22.4% | -1.7% |
| 6M | -7.6% | +3.5% | -11.1% | -8.6% |
| YTD | +1.8% | +25.5% | -23.7% | -1.7% |
| 1Y | -0.8% | +40.1% | -40.8% | -5.9% |
| 3Y | +56.9% | +101.1% | -44.2% | +39.3% |
| All | +39.4% | +72.3% | -32.9% | +23.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling