0.0%
PPL vs EL
+30.3%
-30.2%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.8% | -3.1% | -0.3% |
| 7D | -1.2% | +8.0% | -9.2% | -1.2% |
| 30D | +4.2% | +15.4% | -11.2% | +4.3% |
| 3M | +1.5% | +28.5% | -27.0% | +1.7% |
| 6M | +1.0% | +32.2% | -31.2% | +1.2% |
| YTD | +4.4% | +9.2% | -4.8% | +3.8% |
| All | 0.0% | +30.3% | -30.2% | -1.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling