+65.0%
PPL vs ECL
+196.0%
-131.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.5% | -1.2% |
| 7D | -1.0% | -2.3% | +1.3% | 0.0% |
| 30D | +3.0% | +8.3% | -5.3% | -0.6% |
| 3M | +1.1% | +8.4% | -7.3% | -2.7% |
| 6M | -0.8% | +23.3% | -24.0% | -9.9% |
| YTD | +3.5% | +18.2% | -14.8% | -4.9% |
| 1Y | -0.9% | +18.8% | -19.7% | -9.1% |
| 3Y | +54.2% | +78.5% | -24.3% | +14.7% |
| 5Y | +46.3% | +40.1% | +6.2% | +20.4% |
| 10Y | +65.0% | +196.5% | -131.4% | +0.1% |
| All | +65.0% | +196.0% | -131.0% | +0.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 ECL 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