+65.0%
PPL vs ELF
+335.0%
-270.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -0.9% | -0.9% |
| 7D | -1.0% | +4.3% | -5.2% | -1.2% |
| 30D | +3.0% | +7.7% | -4.7% | +2.5% |
| 3M | +1.1% | +24.7% | -23.6% | -0.4% |
| 6M | -0.8% | +114.6% | -115.4% | -5.9% |
| YTD | +3.5% | +55.8% | -52.3% | -0.3% |
| 1Y | -0.9% | +51.9% | -52.8% | -4.4% |
| 3Y | +54.2% | +24.6% | +29.6% | +42.5% |
| 5Y | +46.3% | +279.2% | -232.9% | +15.3% |
| 10Y | +65.0% | +338.7% | -273.7% | +16.4% |
| All | +65.0% | +335.0% | -270.0% | +16.4% |
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