+452.2%
EWT vs PPL
+919.6%
-467.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.6% | +4.5% | +4.1% |
| 7D | -11.7% | +0.4% | -12.2% | -11.9% |
| 30D | -23.2% | +5.4% | -28.7% | -24.7% |
| 3M | -12.5% | +4.3% | -16.8% | -13.9% |
| 6M | -5.9% | -1.3% | -4.6% | -6.1% |
| YTD | +40.5% | +4.7% | +35.8% | +37.1% |
| 1Y | +43.7% | +1.3% | +42.5% | +41.8% |
| 3Y | +136.6% | +57.2% | +79.4% | +97.1% |
| 5Y | +105.1% | +48.2% | +56.8% | +72.4% |
| 10Y | +387.0% | +62.7% | +324.2% | +275.8% |
| All | +452.2% | +919.6% | -467.4% | +219.1% |
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