+366.2%
EFA vs PPL
+413.2%
-47.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.5% |
| 7D | -1.4% | +0.4% | -1.9% | -1.6% |
| 30D | -1.2% | +5.4% | -6.6% | -3.5% |
| 3M | -5.1% | +4.3% | -9.4% | -7.0% |
| 6M | -1.2% | -1.3% | +0.1% | -1.2% |
| YTD | +7.8% | +4.7% | +3.1% | +4.7% |
| 1Y | +12.2% | +1.3% | +10.9% | +10.5% |
| 3Y | +61.5% | +57.2% | +4.3% | +28.8% |
| 5Y | +45.8% | +48.2% | -2.5% | +18.0% |
| 10Y | +141.8% | +62.7% | +79.1% | +77.2% |
| All | +366.2% | +413.2% | -47.0% | +100.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling