+2,090.1%
PPL vs EFX
+6,408.3%
-4,318.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.4% | +6.4% | +1.2% |
| 7D | +2.7% | -8.6% | +11.3% | +4.4% |
| 30D | +0.5% | +0.1% | +0.3% | +0.3% |
| 3M | +0.7% | +3.8% | -3.2% | -0.5% |
| 6M | -7.6% | -13.5% | +5.9% | -5.7% |
| YTD | +1.8% | -17.7% | +19.5% | +4.5% |
| 1Y | -0.8% | -25.6% | +24.8% | +3.6% |
| 3Y | +56.9% | -12.1% | +69.0% | +55.3% |
| 5Y | +39.5% | -33.8% | +73.3% | +43.5% |
| 10Y | +55.4% | +45.1% | +10.2% | +33.8% |
| All | +2,090.1% | +6,408.3% | -4,318.2% | +1,071.1% |
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 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