+55.1%
PPL vs EAT
+392.1%
-337.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.1% |
| 7D | +2.7% | 0.0% | +2.6% | +2.7% |
| 30D | +0.5% | +1.9% | -1.4% | +0.1% |
| 3M | +0.7% | +68.7% | -68.0% | -5.3% |
| 6M | -7.6% | +66.9% | -74.5% | -13.4% |
| YTD | +1.8% | +60.4% | -58.6% | -4.4% |
| 1Y | -0.8% | +44.0% | -44.8% | -5.9% |
| 3Y | +56.9% | +604.7% | -547.8% | +19.2% |
| 5Y | +39.5% | +347.0% | -307.5% | +8.8% |
| All | +55.1% | +392.1% | -337.0% | +8.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 10y: compounded portfolio wealth divided by compounded EAT 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…
10y analysis · Full analysis span regression · 6 months rolling