+219.4%
EWY vs PPL
+62.1%
+157.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.3% | +4.0% | +3.8% |
| 7D | -6.3% | -1.2% | -5.1% | -5.9% |
| 30D | -19.8% | +4.2% | -24.1% | -21.2% |
| 3M | -14.4% | +1.5% | -16.0% | -15.2% |
| 6M | -25.3% | +1.0% | -26.3% | -26.2% |
| YTD | +46.2% | +4.4% | +41.8% | +42.3% |
| 1Y | +58.3% | +0.8% | +57.5% | +56.1% |
| 3Y | +155.0% | +56.5% | +98.5% | +107.4% |
| 5Y | +99.5% | +47.7% | +51.8% | +64.5% |
| 10Y | +219.4% | +64.4% | +155.0% | +135.9% |
| All | +219.4% | +62.1% | +157.3% | +135.9% |
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