+67.8%
PPL vs EMB
+126.0%
-58.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +1.1% |
| 7D | +1.0% | -0.3% | +1.4% | +1.2% |
| 30D | +6.8% | +1.1% | +5.7% | +6.1% |
| 3M | +3.9% | -2.9% | +6.8% | +5.7% |
| 6M | -2.0% | -2.1% | 0.0% | -0.9% |
| YTD | +5.3% | -1.1% | +6.4% | +5.9% |
| 1Y | +2.2% | +0.3% | +1.9% | +1.9% |
| 3Y | +56.7% | +27.7% | +29.0% | +36.0% |
| 5Y | +49.1% | +6.0% | +43.1% | +42.7% |
| 10Y | +63.6% | +29.1% | +34.5% | +43.0% |
| All | +67.8% | +126.0% | -58.2% | +43.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling