+58.5%
PPL vs EOSE
-80.2%
+138.7%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +14.4% | -15.3% | -1.1% |
| 7D | -1.0% | -7.0% | +6.1% | -0.9% |
| 30D | +3.0% | -16.7% | +19.8% | +3.1% |
| 3M | +1.1% | -53.1% | +54.2% | +1.7% |
| 6M | -0.8% | -76.8% | +76.0% | +0.5% |
| YTD | +3.5% | -82.6% | +86.1% | +4.7% |
| 1Y | -0.9% | -89.3% | +88.3% | +0.9% |
| 3Y | +54.2% | +55.5% | -1.3% | +48.2% |
| 5Y | +46.3% | -81.9% | +128.2% | +35.5% |
| All | +58.5% | -80.2% | +138.7% | +48.7% |
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