+54.1%
PPL vs EME
+1,244.2%
-1,190.1%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | -0.3% |
| 7D | +2.7% | +1.9% | +0.8% | +2.3% |
| 30D | +0.5% | -8.3% | +8.7% | +1.9% |
| 3M | +0.7% | -10.7% | +11.4% | +2.1% |
| 6M | -7.6% | +1.9% | -9.5% | -9.1% |
| YTD | +1.8% | +23.5% | -21.6% | -3.9% |
| 1Y | -0.8% | +18.0% | -18.7% | -6.4% |
| 3Y | +56.9% | +236.1% | -179.2% | +8.8% |
| 5Y | +39.5% | +527.9% | -488.4% | -21.1% |
| All | +54.1% | +1,244.2% | -1,190.1% | -29.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling