+235.5%
EW vs PPL
+62.0%
+173.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.6% | +1.9% | +1.5% |
| 7D | +11.0% | +0.4% | +10.6% | +10.8% |
| 30D | +19.1% | +5.4% | +13.6% | +16.6% |
| 3M | +14.4% | +4.3% | +10.1% | +12.3% |
| 6M | +22.8% | -1.3% | +24.1% | +23.0% |
| YTD | +19.8% | +4.7% | +15.1% | +16.7% |
| 1Y | +23.9% | +1.3% | +22.6% | +22.2% |
| 3Y | +52.2% | +57.2% | -5.0% | +23.2% |
| 5Y | -13.9% | +48.2% | -62.2% | -29.0% |
| All | +235.5% | +62.0% | +173.4% | +158.1% |
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