+56.8%
PPL vs EFV
+93.8%
-36.9%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | +2.7% | +1.5% | +1.2% | +2.2% |
| 30D | +0.5% | +1.7% | -1.3% | -0.1% |
| 3M | +0.7% | +8.6% | -8.0% | -2.2% |
| 6M | -7.6% | +11.7% | -19.3% | -11.2% |
| YTD | +1.8% | +19.3% | -17.5% | -4.9% |
| 1Y | -0.8% | +30.2% | -31.0% | -10.8% |
| All | +56.8% | +93.8% | -36.9% | +13.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling