+248.8%
EW vs PPL
+65.2%
+183.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.0% | +2.7% | +2.1% |
| 7D | +6.5% | -1.0% | +7.4% | +6.9% |
| 30D | +22.5% | +3.0% | +19.5% | +21.0% |
| 3M | +13.0% | +1.1% | +11.9% | +12.3% |
| 6M | +37.1% | -0.8% | +37.9% | +37.1% |
| YTD | +24.1% | +3.5% | +20.7% | +21.4% |
| 1Y | +24.2% | -0.9% | +25.2% | +23.6% |
| 3Y | +64.8% | +54.2% | +10.6% | +34.3% |
| 5Y | -7.4% | +46.3% | -53.7% | -23.3% |
| 10Y | +248.8% | +65.0% | +183.7% | +168.0% |
| All | +248.8% | +65.2% | +183.5% | +168.0% |
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