+64.4%
PPL vs EFX
+63.8%
+0.6%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.1% |
| 7D | -1.2% | -2.2% | +1.0% | -0.7% |
| 30D | +4.2% | +29.2% | -25.0% | -2.2% |
| 3M | +1.5% | +3.5% | -1.9% | +0.2% |
| 6M | +1.0% | +7.8% | -6.7% | -1.9% |
| YTD | +4.4% | -12.4% | +16.8% | +5.9% |
| 1Y | +0.8% | -8.2% | +9.0% | +0.9% |
| 3Y | +56.5% | +4.7% | +51.8% | +45.1% |
| 5Y | +47.7% | -32.0% | +79.7% | +52.1% |
| 10Y | +64.4% | +69.1% | -4.6% | +19.5% |
| All | +64.4% | +63.8% | +0.6% | +19.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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