+55.4%
PPL vs ELF
+357.7%
-302.3%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.3% | +4.1% | +1.0% |
| 7D | +1.0% | -2.7% | +3.8% | +1.2% |
| 30D | +6.8% | +6.9% | 0.0% | +6.3% |
| 3M | +3.9% | +27.2% | -23.3% | +2.1% |
| 6M | -2.0% | +84.9% | -86.9% | -6.2% |
| YTD | +5.3% | +44.5% | -39.2% | +1.9% |
| 1Y | +2.2% | -6.8% | +9.0% | +1.2% |
| 3Y | +56.7% | +14.2% | +42.5% | +45.6% |
| 5Y | +49.1% | +250.6% | -201.6% | +18.1% |
| 10Y | +63.6% | +318.0% | -254.4% | +15.5% |
| All | +55.4% | +357.7% | -302.3% | +9.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling