+134.8%
EWY vs PPL
+56.0%
+78.8%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.6% | +4.6% | +4.1% |
| 7D | -10.4% | +0.4% | -10.8% | -10.4% |
| 30D | -25.4% | +5.4% | -30.9% | -25.5% |
| 3M | -16.5% | +4.3% | -20.8% | -16.6% |
| 6M | -24.7% | -1.3% | -23.4% | -24.4% |
| YTD | +40.9% | +4.7% | +36.2% | +40.2% |
| 1Y | +49.8% | +1.3% | +48.6% | +49.9% |
| 3Y | +134.8% | +57.2% | +77.6% | +108.8% |
| All | +134.8% | +56.0% | +78.8% | +108.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling