+2,164.3%
PPL vs ES
+1,275.7%
+888.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.1% | -1.3% | -0.3% |
| 7D | +1.0% | +5.9% | -4.9% | -1.9% |
| 30D | +6.8% | +10.2% | -3.4% | +1.7% |
| 3M | +3.9% | +0.4% | +3.5% | +3.6% |
| 6M | -2.0% | +6.9% | -8.9% | -5.4% |
| YTD | +5.3% | +10.5% | -5.2% | -0.3% |
| 1Y | +2.2% | +3.2% | -1.0% | -0.4% |
| 3Y | +56.7% | +49.0% | +7.7% | +24.4% |
| 5Y | +49.1% | +4.5% | +44.6% | +41.4% |
| 10Y | +63.6% | +92.3% | -28.7% | +17.2% |
| All | +2,164.3% | +1,275.7% | +888.5% | +723.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling