+2,164.3%
PPL vs ECL
+14,294.1%
-12,129.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.9% | +3.7% | +1.7% |
| 7D | +1.0% | +1.7% | -0.6% | +0.5% |
| 30D | +6.8% | +8.9% | -2.1% | +3.9% |
| 3M | +3.9% | +7.4% | -3.6% | +1.4% |
| 6M | -2.0% | +19.3% | -21.4% | -7.7% |
| YTD | +5.3% | +17.4% | -12.2% | -0.7% |
| 1Y | +2.2% | +19.4% | -17.2% | -4.2% |
| 3Y | +56.7% | +80.5% | -23.8% | +27.3% |
| 5Y | +49.1% | +40.2% | +8.8% | +29.1% |
| 10Y | +63.6% | +207.8% | -144.2% | +10.9% |
| All | +2,164.3% | +14,294.1% | -12,129.8% | +729.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling