+142.4%
EFA vs PPL
+55.2%
+87.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.5% | -0.5% |
| 7D | +1.2% | +1.8% | -0.6% | +0.6% |
| 30D | -0.7% | -1.1% | +0.3% | -0.4% |
| 3M | +6.4% | 0.0% | +6.4% | +6.2% |
| 6M | +11.4% | -7.6% | +19.0% | +14.1% |
| YTD | +14.0% | +1.7% | +12.3% | +12.6% |
| 1Y | +20.2% | +1.5% | +18.7% | +18.7% |
| 3Y | +68.2% | +55.3% | +12.9% | +40.3% |
| 5Y | +54.8% | +37.7% | +17.1% | +34.1% |
| 10Y | +142.4% | +54.0% | +88.4% | +94.2% |
| All | +142.4% | +55.2% | +87.2% | +94.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 PPL 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