+57.2%
PPL vs EOSE
-16.7%
+74.0%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -7.4% | +6.9% | -0.6% |
| 7D | +0.4% | -7.9% | +8.4% | +0.4% |
| 30D | +5.4% | -43.9% | +49.3% | +5.5% |
| 3M | +4.3% | -55.8% | +60.1% | +4.4% |
| 6M | -1.3% | -73.4% | +72.1% | -1.1% |
| YTD | +4.7% | -84.8% | +89.5% | +5.1% |
| 1Y | +1.3% | -88.6% | +89.9% | +1.9% |
| 3Y | +57.2% | -2.8% | +60.0% | +50.1% |
| All | +57.2% | -16.7% | +74.0% | +50.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling