+65.0%
PPL vs ED
+141.1%
-76.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -0.9% |
| 7D | -1.0% | -0.9% | 0.0% | -0.3% |
| 30D | +3.0% | +11.2% | -8.2% | -5.0% |
| 3M | +1.1% | +11.8% | -10.7% | -7.2% |
| 6M | -0.8% | +14.1% | -14.9% | -10.4% |
| YTD | +3.5% | +23.0% | -19.5% | -12.1% |
| 1Y | -0.9% | +23.7% | -24.6% | -16.2% |
| 3Y | +54.2% | +47.7% | +6.5% | +12.4% |
| 5Y | +46.3% | +82.6% | -36.3% | -10.0% |
| 10Y | +65.0% | +141.8% | -76.7% | -19.9% |
| All | +65.0% | +141.1% | -76.0% | -19.9% |
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