+46.4%
PPL vs EFX
-30.1%
+76.5%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.3% |
| 7D | -2.2% | -3.6% | +1.4% | -1.6% |
| 30D | +1.7% | +25.3% | -23.6% | -2.2% |
| 3M | +0.1% | +3.8% | -3.7% | -0.8% |
| 6M | -1.5% | +12.7% | -14.3% | -4.1% |
| YTD | +3.0% | -13.1% | +16.1% | +4.3% |
| 1Y | -1.4% | -9.3% | +7.9% | -1.0% |
| 3Y | +53.5% | +3.5% | +49.9% | +45.3% |
| 5Y | +46.4% | -30.6% | +77.0% | +39.6% |
| All | +46.4% | -30.1% | +76.5% | +39.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling