+148.1%
EWY vs PPL
+39.3%
+108.8%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.6% | +0.6% |
| 7D | +8.0% | +1.8% | +6.3% | +7.6% |
| 30D | +14.3% | -1.1% | +15.4% | +14.6% |
| 3M | +2.3% | 0.0% | +2.3% | +2.0% |
| 6M | +49.9% | -7.6% | +57.4% | +52.5% |
| YTD | +95.3% | +1.7% | +93.6% | +93.1% |
| 1Y | +161.7% | +1.5% | +160.2% | +158.3% |
| 3Y | +230.2% | +55.3% | +174.9% | +174.4% |
| 5Y | +148.1% | +37.7% | +110.4% | +108.7% |
| All | +148.1% | +39.3% | +108.8% | +108.7% |
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 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