+67.2%
PPL vs BTG
+375.3%
-308.1%
-52.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.5% | -3.0% | -0.7% |
| 7D | +0.4% | +17.4% | -17.0% | -0.4% |
| 30D | +5.4% | +8.0% | -2.6% | +5.0% |
| 3M | +4.3% | +32.5% | -28.2% | +2.6% |
| 6M | -1.3% | +21.6% | -22.9% | -2.7% |
| YTD | +4.7% | +21.2% | -16.5% | +2.9% |
| 1Y | +1.3% | +43.9% | -42.6% | -1.3% |
| 3Y | +57.2% | +78.6% | -21.4% | +50.4% |
| 5Y | +48.2% | +48.8% | -0.6% | +42.1% |
| 10Y | +62.7% | +136.8% | -74.1% | +50.4% |
| All | +67.2% | +375.3% | -308.1% | +49.5% |
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 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