+56.5%
PPL vs ED
+47.4%
+9.0%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.1% | -0.2% |
| 7D | -1.2% | -0.1% | -1.1% | -1.2% |
| 30D | +4.2% | +11.6% | -7.3% | -3.2% |
| 3M | +1.5% | +10.5% | -9.0% | -5.2% |
| 6M | +1.0% | +13.2% | -12.2% | -7.1% |
| YTD | +4.4% | +22.1% | -17.7% | -9.2% |
| 1Y | +0.8% | +24.2% | -23.4% | -13.4% |
| 3Y | +56.5% | +46.9% | +9.6% | +15.8% |
| All | +56.5% | +47.4% | +9.0% | +15.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling