+98.5%
EWY vs PPL
+47.4%
+51.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.3% | -3.1% | -2.0% |
| 7D | +4.2% | -0.4% | +4.6% | +4.3% |
| 30D | -10.7% | +2.6% | -13.3% | -11.3% |
| 3M | -20.1% | +0.8% | -20.9% | -20.3% |
| 6M | -24.3% | +1.4% | -25.7% | -24.9% |
| YTD | +46.9% | +4.3% | +42.6% | +44.1% |
| 1Y | +55.2% | +0.8% | +54.4% | +53.9% |
| 3Y | +157.0% | +57.9% | +99.1% | +112.6% |
| All | +98.5% | +47.4% | +51.1% | +66.5% |
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