+39.4%
PPL vs EL
-67.1%
+106.6%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.0% | -3.0% | -0.2% |
| 7D | +2.7% | +0.8% | +1.9% | +2.6% |
| 30D | +0.5% | +19.8% | -19.4% | -1.1% |
| 3M | +0.7% | +25.7% | -25.0% | -1.3% |
| 6M | -7.6% | +5.4% | -13.0% | -8.3% |
| YTD | +1.8% | +0.2% | +1.6% | +1.1% |
| 1Y | -0.8% | +20.4% | -21.2% | -3.5% |
| 3Y | +56.9% | -32.1% | +89.0% | +62.2% |
| All | +39.4% | -67.1% | +106.6% | +58.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling