+119.0%
EWT vs PPL
+47.4%
+71.6%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | 0.0% |
| 7D | +9.1% | -0.4% | +9.5% | +9.2% |
| 30D | -12.2% | +2.6% | -14.9% | -12.6% |
| 3M | -9.4% | +0.8% | -10.2% | -9.6% |
| 6M | +2.7% | +1.4% | +1.2% | +2.2% |
| YTD | +53.3% | +4.3% | +49.0% | +51.4% |
| 1Y | +59.2% | +0.8% | +58.4% | +58.3% |
| 3Y | +157.1% | +57.9% | +99.2% | +126.0% |
| All | +119.0% | +47.4% | +71.6% | +94.6% |
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 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