+56.6%
EWZ vs PPL
+47.7%
+8.9%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.8% | -2.3% | -1.8% |
| 7D | -4.2% | +1.0% | -5.2% | -4.5% |
| 30D | -26.1% | +6.8% | -33.0% | -27.9% |
| 3M | -12.0% | +3.9% | -15.9% | -13.4% |
| 6M | -19.3% | -2.0% | -17.2% | -18.9% |
| YTD | +0.9% | +5.3% | -4.3% | -1.7% |
| 1Y | +3.4% | +2.2% | +1.2% | +1.8% |
| 3Y | +18.6% | +56.7% | -38.1% | -5.6% |
| 5Y | +56.6% | +49.1% | +7.5% | +23.0% |
| All | +56.6% | +47.7% | +8.9% | +23.0% |
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