+47.1%
PPL vs ELF
+272.3%
-225.2%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.9% | -2.6% | +1.2% |
| 7D | -0.4% | +1.6% | -1.9% | -0.4% |
| 30D | +2.6% | +9.1% | -6.5% | +2.5% |
| 3M | +0.8% | +28.2% | -27.4% | +0.3% |
| 6M | +1.4% | +119.5% | -118.1% | -0.3% |
| YTD | +4.3% | +55.2% | -50.9% | +3.1% |
| 1Y | +0.8% | +58.6% | -57.8% | -0.5% |
| 3Y | +57.9% | +21.3% | +36.6% | +50.3% |
| All | +47.1% | +272.3% | -225.2% | +16.0% |
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