+7,232.4%
EW vs PPL
+1,024.2%
+6,208.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.8% | +0.7% | +1.2% |
| 7D | +6.8% | +1.0% | +5.7% | +6.4% |
| 30D | +16.6% | +6.8% | +9.8% | +14.2% |
| 3M | +13.3% | +3.9% | +9.5% | +11.9% |
| 6M | +21.6% | -2.0% | +23.6% | +22.1% |
| YTD | +18.3% | +5.3% | +13.0% | +15.8% |
| 1Y | +21.7% | +2.2% | +19.5% | +20.1% |
| 3Y | +50.3% | +56.7% | -6.4% | +29.1% |
| 5Y | -15.0% | +49.1% | -64.1% | -26.1% |
| 10Y | +237.5% | +63.6% | +173.8% | +176.8% |
| All | +7,232.4% | +1,024.2% | +6,208.1% | +3,812.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling