+594.1%
EWT vs PPL
+891.7%
-297.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | +4.0% | +2.7% | +1.3% | +3.0% |
| 30D | +10.3% | +0.5% | +9.8% | +10.1% |
| 3M | +6.1% | +0.7% | +5.4% | +5.5% |
| 6M | +56.6% | -7.6% | +64.2% | +60.0% |
| YTD | +76.6% | +1.8% | +74.8% | +74.3% |
| 1Y | +97.9% | -0.8% | +98.6% | +96.7% |
| 3Y | +198.0% | +56.9% | +141.1% | +148.3% |
| 5Y | +151.8% | +39.5% | +112.2% | +116.4% |
| 10Y | +514.1% | +55.4% | +458.7% | +382.8% |
| All | +594.1% | +891.7% | -297.6% | +305.7% |
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 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