+65.7%
PPL vs EFV
+162.4%
-96.6%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.3% | -0.4% |
| 7D | -2.2% | +0.7% | -2.9% | -2.7% |
| 30D | +1.7% | +2.0% | -0.3% | +0.2% |
| 3M | +0.1% | -1.6% | +1.8% | +1.0% |
| 6M | -1.5% | +5.8% | -7.3% | -5.4% |
| YTD | +3.0% | +15.6% | -12.7% | -7.5% |
| 1Y | -1.4% | +19.0% | -20.4% | -13.2% |
| 3Y | +53.5% | +90.7% | -37.2% | -4.5% |
| 5Y | +46.4% | +92.8% | -46.4% | -10.9% |
| All | +65.7% | +162.4% | -96.6% | -25.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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