+2,164.3%
PPL vs ED
+2,522.9%
-358.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.2% | +0.1% |
| 7D | +1.0% | +5.2% | -4.1% | -2.6% |
| 30D | +6.8% | +15.5% | -8.7% | -3.7% |
| 3M | +3.9% | +13.0% | -9.2% | -5.0% |
| 6M | -2.0% | +13.1% | -15.1% | -10.4% |
| YTD | +5.3% | +25.3% | -20.0% | -10.8% |
| 1Y | +2.2% | +30.5% | -28.4% | -16.0% |
| 3Y | +56.7% | +49.3% | +7.4% | +16.1% |
| 5Y | +49.1% | +84.6% | -35.5% | -5.4% |
| 10Y | +63.6% | +135.4% | -71.8% | -13.5% |
| All | +2,164.3% | +2,522.9% | -358.6% | +275.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling