+44.7%
PPL vs FBTC
+52.5%
-7.9%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.5% | +0.1% |
| 7D | 0.0% | -5.4% | +5.4% | +0.1% |
| 30D | +4.3% | -10.5% | +14.8% | +4.4% |
| 3M | +2.9% | +15.1% | -12.2% | +2.6% |
| 6M | +1.1% | -8.3% | +9.4% | +1.3% |
| YTD | +4.5% | -16.0% | +20.4% | +4.8% |
| 1Y | +0.1% | -30.7% | +30.8% | +0.8% |
| All | +44.7% | +52.5% | -7.9% | +38.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FBTC.
Daily Out/Under-Performance
Portfolio return minus FBTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FBTC 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 3y: compounded portfolio wealth divided by compounded FBTC 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…
3y analysis · Full analysis span regression · 6 months rolling