+47.7%
PPL vs ELF
+284.3%
-236.6%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.8% | -3.0% | -0.3% |
| 7D | -1.2% | +7.8% | -9.1% | -1.4% |
| 30D | +4.2% | +9.3% | -5.0% | +4.0% |
| 3M | +1.5% | +21.2% | -19.7% | +1.1% |
| 6M | +1.0% | +96.1% | -95.1% | -0.4% |
| YTD | +4.4% | +57.0% | -52.6% | +3.2% |
| 1Y | +0.8% | +61.9% | -61.1% | -0.5% |
| 3Y | +56.5% | +20.0% | +36.5% | +49.1% |
| 5Y | +47.7% | +284.8% | -237.1% | +16.1% |
| All | +47.7% | +284.3% | -236.6% | +16.1% |
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