+451.6%
EWT vs PPL
+65.0%
+386.6%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.5% | -2.5% | -2.8% |
| 7D | +13.2% | -2.2% | +15.4% | +13.8% |
| 30D | -14.3% | +1.7% | -16.0% | -14.7% |
| 3M | -8.4% | +0.1% | -8.5% | -8.6% |
| 6M | +3.7% | -1.5% | +5.3% | +3.7% |
| YTD | +53.1% | +3.0% | +50.1% | +51.1% |
| 1Y | +55.5% | -1.4% | +56.9% | +55.1% |
| 3Y | +155.6% | +53.5% | +102.2% | +124.9% |
| 5Y | +119.3% | +46.4% | +72.9% | +94.0% |
| All | +451.6% | +65.0% | +386.6% | +357.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling