+208.3%
PPL vs EFV
+240.5%
-32.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.8% | +0.2% |
| 7D | +0.4% | -0.7% | +1.1% | +0.7% |
| 30D | +5.4% | +0.9% | +4.6% | +4.9% |
| 3M | +4.3% | -3.6% | +7.8% | +6.2% |
| 6M | -1.3% | +2.5% | -3.9% | -3.0% |
| YTD | +4.7% | +13.2% | -8.5% | -3.0% |
| 1Y | +1.3% | +20.3% | -19.1% | -9.4% |
| 3Y | +57.2% | +84.9% | -27.7% | +9.6% |
| 5Y | +48.2% | +87.7% | -39.5% | +1.6% |
| 10Y | +62.7% | +160.7% | -98.0% | -8.0% |
| All | +208.3% | +240.5% | -32.3% | +34.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling