+47.6%
PPL vs EAT
+342.4%
-294.8%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.1% | +4.2% | +0.3% |
| 7D | 0.0% | -5.9% | +5.9% | +0.4% |
| 30D | +4.3% | +0.7% | +3.6% | +4.1% |
| 3M | +2.9% | -14.2% | +17.2% | +3.8% |
| 6M | +1.1% | +40.7% | -39.6% | -1.8% |
| YTD | +4.5% | +36.0% | -31.5% | +1.2% |
| 1Y | +0.1% | +83.1% | -83.0% | -5.5% |
| 3Y | +55.7% | +474.8% | -419.1% | +28.0% |
| 5Y | +47.6% | +347.6% | -300.0% | +20.0% |
| All | +47.6% | +342.4% | -294.8% | +20.0% |
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