+48.5%
PPL vs EAT
+361.6%
-313.1%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.9% | +2.3% | -0.4% |
| 7D | +0.4% | -2.6% | +3.1% | +0.6% |
| 30D | +5.4% | +11.5% | -6.0% | +4.6% |
| 3M | +4.3% | -9.1% | +13.4% | +4.7% |
| 6M | -1.3% | +40.4% | -41.8% | -4.1% |
| YTD | +4.7% | +43.9% | -39.2% | +1.1% |
| 1Y | +1.3% | +101.9% | -100.7% | -5.1% |
| 3Y | +57.2% | +489.9% | -432.6% | +29.2% |
| All | +48.5% | +361.6% | -313.1% | +20.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling