+60.2%
PPL vs ELF
+337.1%
-276.9%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.7% | -6.3% | -0.9% |
| 7D | +0.4% | +4.0% | -3.6% | +0.2% |
| 30D | +5.4% | +10.6% | -5.1% | +4.7% |
| 3M | +4.3% | +25.8% | -21.5% | +2.6% |
| 6M | -1.3% | +89.1% | -90.4% | -5.7% |
| YTD | +4.7% | +52.7% | -48.1% | +1.0% |
| 1Y | +1.3% | +51.7% | -50.5% | -2.4% |
| 3Y | +57.2% | +14.2% | +43.0% | +46.4% |
| 5Y | +48.2% | +270.7% | -222.5% | +16.9% |
| All | +60.2% | +337.1% | -276.9% | +12.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 ELF 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