+51.3%
PPL vs BTSG
+459.6%
-408.2%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.0% | -2.5% | -0.6% |
| 7D | +0.4% | +0.4% | 0.0% | +0.4% |
| 30D | +5.4% | +5.3% | +0.2% | +5.2% |
| 3M | +4.3% | +10.8% | -6.5% | +3.7% |
| 6M | -1.3% | +27.3% | -28.7% | -2.5% |
| YTD | +4.7% | +79.3% | -74.6% | +1.8% |
| 1Y | +1.3% | +106.0% | -104.7% | -2.2% |
| All | +51.3% | +459.6% | -408.2% | +37.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling