+47.6%
PPL vs EMB
+6.8%
+40.8%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.5% |
| 7D | 0.0% | +0.5% | -0.5% | -0.3% |
| 30D | +4.3% | +0.9% | +3.4% | +3.7% |
| 3M | +2.9% | -2.1% | +5.0% | +4.4% |
| 6M | +1.1% | -2.2% | +3.3% | +2.6% |
| YTD | +4.5% | -0.6% | +5.1% | +4.8% |
| 1Y | +0.1% | +0.2% | -0.1% | -0.2% |
| 3Y | +55.7% | +29.5% | +26.2% | +30.3% |
| 5Y | +47.6% | +8.0% | +39.6% | +30.7% |
| All | +47.6% | +6.8% | +40.8% | +30.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 EMB 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