+54.2%
PPL vs ECL
+150.6%
-96.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | +2.7% | -2.6% | +5.3% | +3.9% |
| 30D | +0.5% | -2.2% | +2.6% | +1.4% |
| 3M | +0.7% | +10.1% | -9.4% | -3.8% |
| 6M | -7.6% | -5.7% | -1.9% | -5.7% |
| YTD | +1.8% | +7.0% | -5.1% | -2.0% |
| 1Y | -0.8% | +2.7% | -3.4% | -2.9% |
| 3Y | +56.9% | +57.7% | -0.8% | +23.3% |
| 5Y | +39.5% | +31.1% | +8.4% | +17.6% |
| All | +54.2% | +150.6% | -96.5% | -1.1% |
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