+45.0%
PPL vs FBTC
+56.9%
-11.9%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.1% | -0.6% |
| 7D | +0.4% | -1.2% | +1.6% | +0.4% |
| 30D | +5.4% | -9.1% | +14.6% | +5.6% |
| 3M | +4.3% | +17.6% | -13.3% | +3.9% |
| 6M | -1.3% | -7.1% | +5.7% | -1.1% |
| YTD | +4.7% | -13.6% | +18.2% | +5.0% |
| 1Y | +1.3% | -25.1% | +26.3% | +1.8% |
| All | +45.0% | +56.9% | -11.9% | +39.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling