+54.2%
PPL vs ES
+84.4%
-30.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.4% |
| 7D | +2.7% | +0.3% | +2.4% | +2.5% |
| 30D | +0.5% | -2.0% | +2.4% | +1.8% |
| 3M | +0.7% | +1.7% | -1.0% | -0.5% |
| 6M | -7.6% | -3.5% | -4.1% | -5.8% |
| YTD | +1.8% | +7.9% | -6.1% | -3.7% |
| 1Y | -0.8% | +17.2% | -17.9% | -12.4% |
| 3Y | +56.9% | +29.3% | +27.6% | +25.5% |
| 5Y | +39.5% | -5.7% | +45.3% | +39.4% |
| All | +54.2% | +84.4% | -30.2% | -11.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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