-12.8%
EW vs PPL
+48.1%
-60.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.3% | +2.8% | +2.6% |
| 7D | +12.3% | -1.2% | +13.5% | +12.7% |
| 30D | +22.9% | +4.2% | +18.7% | +21.1% |
| 3M | +16.7% | +1.5% | +15.2% | +16.0% |
| 6M | +31.0% | +1.0% | +29.9% | +30.1% |
| YTD | +22.8% | +4.4% | +18.4% | +19.8% |
| 1Y | +25.6% | +0.8% | +24.8% | +24.1% |
| 3Y | +62.0% | +56.5% | +5.5% | +29.2% |
| 5Y | -12.8% | +47.7% | -60.4% | -28.8% |
| All | -12.8% | +48.1% | -60.9% | -28.8% |
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 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