+65.9%
EW vs PPL
+55.5%
+10.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.3% | 0.0% | +1.0% |
| 7D | +4.9% | -0.4% | +5.3% | +5.0% |
| 30D | +23.9% | +2.6% | +21.3% | +23.3% |
| 3M | +15.8% | +0.8% | +15.0% | +15.5% |
| 6M | +31.7% | +1.4% | +30.2% | +31.2% |
| YTD | +25.7% | +4.3% | +21.4% | +23.8% |
| 1Y | +24.4% | +0.8% | +23.7% | +23.6% |
| 3Y | +65.9% | +57.9% | +8.0% | +43.9% |
| All | +65.9% | +55.5% | +10.3% | +43.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling