+57.6%
PPL vs PBR
+648.5%
-590.9%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.5% | -2.0% | -1.6% |
| 7D | 0.0% | +0.3% | -0.3% | 0.0% |
| 30D | -1.3% | +17.5% | -18.8% | -3.5% |
| 3M | -2.6% | +20.9% | -23.5% | -5.3% |
| 6M | -8.4% | +20.2% | -28.7% | -11.2% |
| YTD | +0.2% | +84.3% | -84.1% | -8.7% |
| 1Y | -0.2% | +77.1% | -77.3% | -8.7% |
| 3Y | +52.9% | +100.8% | -47.9% | +35.5% |
| 5Y | +36.8% | +556.1% | -519.3% | -2.0% |
| 10Y | +57.6% | +676.1% | -618.5% | -0.1% |
| All | +57.6% | +648.5% | -590.9% | -0.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling