+54.0%
PPL vs EME
+1,278.1%
-1,224.1%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.5% | -2.6% | -0.5% |
| 7D | +1.8% | +5.2% | -3.4% | +0.9% |
| 30D | -1.1% | -5.4% | +4.3% | -0.2% |
| 3M | 0.0% | -6.1% | +6.1% | +0.5% |
| 6M | -7.6% | +9.7% | -17.2% | -10.3% |
| YTD | +1.7% | +26.6% | -24.8% | -4.4% |
| 1Y | +1.5% | +24.6% | -23.1% | -5.3% |
| 3Y | +55.3% | +249.6% | -194.3% | +6.8% |
| 5Y | +37.7% | +556.6% | -518.8% | -22.9% |
| 10Y | +54.0% | +1,286.6% | -1,232.6% | -30.0% |
| All | +54.0% | +1,278.1% | -1,224.1% | -30.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded EME 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling