+353.6%
EWZ vs PPL
+911.7%
-558.0%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | -4.1% | +1.8% | -5.9% | -5.1% |
| 30D | -25.0% | +8.4% | -33.4% | -28.5% |
| 3M | -10.6% | +2.4% | -13.0% | -12.1% |
| 6M | -16.6% | -4.0% | -12.7% | -15.2% |
| YTD | +2.5% | +4.5% | -2.0% | -1.2% |
| 1Y | +8.1% | +1.7% | +6.3% | +5.7% |
| 3Y | +20.4% | +55.5% | -35.1% | -10.3% |
| 5Y | +62.7% | +47.0% | +15.7% | +23.4% |
| 10Y | +52.6% | +62.4% | -9.8% | +4.7% |
| All | +353.6% | +911.7% | -558.0% | +83.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling