+52.2%
EW vs PPL
+56.0%
-3.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.6% | +1.9% | +1.4% |
| 7D | +11.0% | +0.4% | +10.6% | +10.9% |
| 30D | +19.1% | +5.4% | +13.6% | +17.9% |
| 3M | +14.4% | +4.3% | +10.1% | +13.4% |
| 6M | +22.8% | -1.3% | +24.1% | +22.9% |
| YTD | +19.8% | +4.7% | +15.1% | +17.9% |
| 1Y | +23.9% | +1.3% | +22.6% | +23.0% |
| 3Y | +52.2% | +57.2% | -5.0% | +33.7% |
| All | +52.2% | +56.0% | -3.8% | +33.7% |
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