+56.0%
PPL vs EOSE
-61.3%
+117.3%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +10.9% | -10.9% | -0.1% |
| 7D | +2.7% | +19.0% | -16.4% | +2.5% |
| 30D | +0.5% | +1.6% | -1.1% | +0.4% |
| 3M | +0.7% | -52.0% | +52.6% | +1.3% |
| 6M | -7.6% | -42.5% | +34.9% | -7.4% |
| YTD | +1.8% | -66.1% | +68.0% | +2.5% |
| 1Y | -0.8% | -47.1% | +46.4% | -1.1% |
| 3Y | +56.9% | +0.8% | +56.1% | +52.3% |
| 5Y | +39.5% | -71.7% | +111.2% | +28.0% |
| All | +56.0% | -61.3% | +117.3% | +45.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling