+54.2%
PPL vs ED
+103.0%
-48.8%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | +1.0% |
| 7D | +2.7% | -0.2% | +2.8% | +2.8% |
| 30D | +0.5% | -0.1% | +0.6% | +0.5% |
| 3M | +0.7% | +3.9% | -3.3% | -2.3% |
| 6M | -7.6% | -3.0% | -4.6% | -5.6% |
| YTD | +1.8% | +10.7% | -8.9% | -6.2% |
| 1Y | -0.8% | +13.3% | -14.1% | -10.4% |
| 3Y | +56.9% | +34.5% | +22.4% | +22.8% |
| 5Y | +39.5% | +67.1% | -27.6% | -8.5% |
| All | +54.2% | +103.0% | -48.8% | -15.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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