+55.9%
PPL vs EOSE
-57.1%
+113.0%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +10.8% | -10.9% | -0.2% |
| 7D | +1.8% | +41.4% | -39.7% | +1.4% |
| 30D | -1.1% | +3.6% | -4.7% | -1.2% |
| 3M | 0.0% | -35.7% | +35.8% | +0.4% |
| 6M | -7.6% | -29.9% | +22.3% | -7.6% |
| YTD | +1.7% | -62.5% | +64.2% | +2.3% |
| 1Y | +1.5% | -37.4% | +38.9% | +1.0% |
| 3Y | +55.3% | +55.8% | -0.5% | +49.8% |
| 5Y | +37.7% | -67.8% | +105.5% | +26.3% |
| All | +55.9% | -57.1% | +113.0% | +45.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 EOSE 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