+37.7%
PPL vs EME
+565.5%
-527.8%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.5% | -2.6% | -0.3% |
| 7D | +1.8% | +5.2% | -3.4% | +1.4% |
| 30D | -1.1% | -5.4% | +4.3% | -0.7% |
| 3M | 0.0% | -6.1% | +6.1% | +0.3% |
| 6M | -7.6% | +9.7% | -17.2% | -8.8% |
| YTD | +1.7% | +26.6% | -24.8% | -1.1% |
| 1Y | +1.5% | +24.6% | -23.1% | -1.8% |
| 3Y | +55.3% | +249.6% | -194.3% | +20.7% |
| 5Y | +37.7% | +556.6% | -518.8% | -14.0% |
| All | +37.7% | +565.5% | -527.8% | -14.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling