-0.8%
PPL vs PBR
+70.4%
-71.1%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.9% | 0.0% |
| 7D | +2.7% | +8.6% | -5.9% | +2.5% |
| 30D | +0.5% | +12.8% | -12.3% | +0.2% |
| 3M | +0.7% | +14.7% | -14.0% | +0.2% |
| 6M | -7.6% | +25.2% | -32.8% | -8.4% |
| YTD | +1.8% | +77.1% | -75.3% | -2.3% |
| 1Y | -0.8% | +69.6% | -70.3% | -4.2% |
| All | -0.8% | +70.4% | -71.1% | -4.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 1y: compounded portfolio wealth divided by compounded PBR 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…
1y analysis · Full analysis span regression · 6 months rolling