+151.1%
PPL vs BUD
+219.3%
-68.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.8% | -1.0% | +0.3% |
| 7D | +1.0% | +7.1% | -6.1% | -1.0% |
| 30D | +6.8% | +12.7% | -5.8% | +3.1% |
| 3M | +3.9% | 0.0% | +3.8% | +3.6% |
| 6M | -2.0% | +7.6% | -9.6% | -4.4% |
| YTD | +5.3% | +35.0% | -29.7% | -4.3% |
| 1Y | +2.2% | +37.6% | -35.4% | -7.7% |
| 3Y | +56.7% | +51.5% | +5.2% | +35.7% |
| 5Y | +49.1% | +50.2% | -1.2% | +27.4% |
| 10Y | +63.6% | -7.2% | +70.9% | +49.1% |
| All | +151.1% | +219.3% | -68.2% | +50.3% |
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