+56.6%
PPL vs EFX
+5.0%
+51.6%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.0% | -1.0% |
| 7D | -1.0% | -2.0% | +1.0% | -0.7% |
| 30D | +3.0% | +27.9% | -24.9% | -0.2% |
| 3M | +1.1% | +3.8% | -2.7% | +0.5% |
| 6M | -0.8% | +13.0% | -13.8% | -2.7% |
| YTD | +3.5% | -12.4% | +15.8% | +4.5% |
| 1Y | -0.9% | -10.4% | +9.5% | -0.3% |
| All | +56.6% | +5.0% | +51.6% | +38.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling