+60.2%
PPL vs EL
+56.3%
+4.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.2% | -2.8% | -0.9% |
| 7D | +0.4% | +0.8% | -0.3% | +0.2% |
| 30D | +5.4% | +16.5% | -11.1% | +2.8% |
| 3M | +4.3% | +29.2% | -24.9% | -0.4% |
| 6M | -1.3% | +27.9% | -29.2% | -6.0% |
| YTD | +4.7% | +6.2% | -1.5% | +1.8% |
| 1Y | +1.3% | +27.2% | -25.9% | -5.0% |
| 3Y | +57.2% | +3.2% | +54.0% | +47.2% |
| 5Y | +48.2% | -66.0% | +114.2% | +84.7% |
| All | +60.2% | +56.3% | +4.0% | +34.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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