+1,653.8%
PPL vs EME
+49,337.3%
-47,683.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.2% | -2.8% | -0.9% |
| 7D | +0.4% | -10.5% | +10.9% | +2.0% |
| 30D | +5.4% | -22.4% | +27.9% | +9.6% |
| 3M | +4.3% | -24.7% | +29.0% | +8.7% |
| 6M | -1.3% | -35.5% | +34.1% | +4.8% |
| YTD | +4.7% | -0.3% | +5.0% | +2.9% |
| 1Y | +1.3% | -6.7% | +8.0% | +0.5% |
| 3Y | +57.2% | +190.6% | -133.4% | +23.9% |
| 5Y | +48.2% | +367.3% | -319.0% | +6.2% |
| 10Y | +62.7% | +954.5% | -891.7% | -1.3% |
| All | +1,653.8% | +49,337.3% | -47,683.5% | +707.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling