+50.3%
EW vs PPL
+56.9%
-6.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.8% | +0.7% | +1.3% |
| 7D | +6.8% | +1.0% | +5.7% | +6.5% |
| 30D | +16.6% | +6.8% | +9.8% | +15.2% |
| 3M | +13.3% | +3.9% | +9.5% | +12.4% |
| 6M | +21.6% | -2.0% | +23.6% | +21.9% |
| YTD | +18.3% | +5.3% | +13.0% | +16.3% |
| 1Y | +21.7% | +2.2% | +19.5% | +20.6% |
| All | +50.3% | +56.9% | -6.7% | +31.8% |
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 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