+142.8%
PPL vs BUD
+201.1%
-58.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | 0.0% |
| 7D | +2.7% | +0.3% | +2.4% | +2.6% |
| 30D | +0.5% | -5.7% | +6.1% | +2.1% |
| 3M | +0.7% | +3.1% | -2.5% | -0.4% |
| 6M | -7.6% | +7.9% | -15.5% | -10.1% |
| YTD | +1.8% | +27.3% | -25.5% | -5.7% |
| 1Y | -0.8% | +37.8% | -38.6% | -10.4% |
| 3Y | +56.9% | +49.8% | +7.0% | +36.4% |
| 5Y | +39.5% | +43.8% | -4.3% | +20.7% |
| 10Y | +55.4% | -22.6% | +78.0% | +49.1% |
| All | +142.8% | +201.1% | -58.2% | +48.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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