+58.1%
EQT vs PPL
+67.2%
-9.1%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.3% | -0.4% | +0.3% |
| 7D | +6.9% | -0.4% | +7.3% | +7.1% |
| 30D | +0.4% | +2.6% | -2.2% | -0.7% |
| 3M | -2.0% | +0.8% | -2.8% | -2.5% |
| 6M | -5.0% | +1.4% | -6.4% | -5.9% |
| YTD | -0.3% | +4.3% | -4.6% | -2.8% |
| 1Y | -11.3% | +0.8% | -12.1% | -12.3% |
| 3Y | +38.3% | +57.9% | -19.6% | +12.4% |
| 5Y | +166.4% | +48.3% | +118.0% | +122.4% |
| All | +58.1% | +67.2% | -9.1% | +11.8% |
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