+691.1%
PPL vs PBR
+1,647.6%
-956.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.9% | -0.3% |
| 7D | +0.4% | -16.0% | +16.4% | +3.0% |
| 30D | +5.4% | -22.8% | +28.2% | +9.3% |
| 3M | +4.3% | +3.0% | +1.3% | +3.1% |
| 6M | -1.3% | -8.1% | +6.7% | -0.9% |
| YTD | +4.7% | +63.1% | -58.5% | -4.2% |
| 1Y | +1.3% | +59.3% | -58.0% | -7.1% |
| 3Y | +57.2% | +66.1% | -8.9% | +41.3% |
| 5Y | +48.2% | +495.8% | -447.6% | +5.7% |
| 10Y | +62.7% | +514.7% | -451.9% | +3.5% |
| All | +691.1% | +1,647.6% | -956.5% | +277.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling