+47.1%
PPL vs BTSG
+421.3%
-374.3%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.0% | -3.1% | -0.2% |
| 7D | +1.8% | +5.7% | -4.0% | +1.5% |
| 30D | -1.1% | +0.2% | -1.3% | -1.1% |
| 3M | 0.0% | +5.6% | -5.6% | -0.3% |
| 6M | -7.6% | +50.8% | -58.4% | -9.3% |
| YTD | +1.7% | +67.0% | -65.3% | -0.7% |
| 1Y | +1.5% | +145.5% | -144.0% | -2.7% |
| All | +47.1% | +421.3% | -374.3% | +34.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 10y: compounded portfolio wealth divided by compounded BTSG 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…
10y analysis · Full analysis span regression · 6 months rolling