+66.7%
PPL vs BTG
+400.0%
-333.3%
-52.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.2% | -5.5% | -0.5% |
| 7D | -1.2% | +19.1% | -20.3% | -2.1% |
| 30D | +4.2% | +8.2% | -4.0% | +3.8% |
| 3M | +1.5% | +13.3% | -11.8% | +0.8% |
| 6M | +1.0% | +8.1% | -7.0% | +0.3% |
| YTD | +4.4% | +27.5% | -23.1% | +2.4% |
| 1Y | +0.8% | +47.1% | -46.3% | -1.9% |
| 3Y | +56.5% | +105.8% | -49.3% | +48.7% |
| 5Y | +47.7% | +55.8% | -8.1% | +41.2% |
| 10Y | +64.4% | +161.8% | -97.4% | +51.4% |
| All | +66.7% | +400.0% | -333.3% | +48.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling