+37.7%
PPL vs PBR
+527.8%
-490.1%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.5% | -3.6% | -0.4% |
| 7D | +1.8% | +2.5% | -0.7% | +1.5% |
| 30D | -1.1% | +19.4% | -20.5% | -2.6% |
| 3M | 0.0% | +20.8% | -20.8% | -1.7% |
| 6M | -7.6% | +23.5% | -31.1% | -9.6% |
| YTD | +1.7% | +83.4% | -81.7% | -4.2% |
| 1Y | +1.5% | +77.6% | -76.0% | -4.2% |
| 3Y | +55.3% | +99.9% | -44.6% | +43.4% |
| 5Y | +37.7% | +567.7% | -530.0% | +11.2% |
| All | +37.7% | +527.8% | -490.1% | +11.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling