+58.1%
PPL vs EL
+1.5%
+56.6%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.9% | +4.7% | +0.9% |
| 7D | +1.0% | -1.1% | +2.1% | +1.1% |
| 30D | +6.8% | +15.3% | -8.5% | +6.3% |
| 3M | +3.9% | +24.2% | -20.4% | +3.0% |
| 6M | -2.0% | +30.9% | -32.9% | -3.0% |
| YTD | +5.3% | +3.9% | +1.4% | +4.8% |
| 1Y | +2.2% | +19.9% | -17.7% | +0.9% |
| All | +58.1% | +1.5% | +56.6% | +51.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling