+2,151.7%
PPL vs EFX
+6,869.2%
-4,717.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.2% | +1.6% | -0.1% |
| 7D | +0.4% | +2.7% | -2.3% | -0.1% |
| 30D | +5.4% | +33.1% | -27.7% | -0.5% |
| 3M | +4.3% | +8.2% | -3.9% | +2.2% |
| 6M | -1.3% | +10.2% | -11.5% | -4.1% |
| YTD | +4.7% | -11.8% | +16.5% | +5.6% |
| 1Y | +1.3% | -6.1% | +7.3% | +0.8% |
| 3Y | +57.2% | +7.5% | +49.7% | +49.3% |
| 5Y | +48.2% | -30.7% | +78.9% | +50.9% |
| 10Y | +62.7% | +68.7% | -6.0% | +35.9% |
| All | +2,151.7% | +6,869.2% | -4,717.5% | +1,084.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling