+65.7%
PPL vs ELF
+316.3%
-250.6%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.2% | +3.7% | -0.2% |
| 7D | -2.2% | +3.4% | -5.5% | -2.4% |
| 30D | +1.7% | +5.0% | -3.3% | +1.3% |
| 3M | +0.1% | +22.6% | -22.5% | -1.3% |
| 6M | -1.5% | +104.0% | -105.5% | -6.4% |
| YTD | +3.0% | +49.3% | -46.3% | -0.5% |
| 1Y | -1.4% | +46.0% | -47.5% | -4.7% |
| 3Y | +53.5% | +19.4% | +34.1% | +42.0% |
| 5Y | +46.4% | +262.0% | -215.6% | +15.5% |
| All | +65.7% | +316.3% | -250.6% | +17.3% |
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