+39.4%
PPL vs ELF
+259.0%
-219.6%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.1% | -2.1% | 0.0% |
| 7D | +2.7% | +5.4% | -2.7% | +2.5% |
| 30D | +0.5% | +27.0% | -26.5% | -0.1% |
| 3M | +0.7% | +113.2% | -112.5% | -1.1% |
| 6M | -7.6% | +36.6% | -44.2% | -8.3% |
| YTD | +1.8% | +44.2% | -42.4% | +0.8% |
| 1Y | -0.8% | -18.0% | +17.2% | -0.7% |
| 3Y | +56.9% | -19.9% | +76.8% | +53.1% |
| All | +39.4% | +259.0% | -219.6% | +10.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling