-26.3%
EW vs PPL
+39.5%
-65.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -0.3% | +2.7% | -3.0% | -1.2% |
| 30D | +1.0% | +0.5% | +0.6% | +0.8% |
| 3M | +2.8% | +0.7% | +2.1% | +2.4% |
| 6M | +5.5% | -7.6% | +13.1% | +8.0% |
| YTD | +5.5% | +1.8% | +3.6% | +3.9% |
| 1Y | +11.0% | -0.8% | +11.8% | +10.3% |
| 3Y | +17.7% | +56.9% | -39.2% | -6.1% |
| All | -26.3% | +39.5% | -65.8% | -39.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling