+2,090.1%
PPL vs ES
+1,243.3%
+846.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.3% |
| 7D | +2.7% | +0.3% | +2.4% | +2.5% |
| 30D | +0.5% | -2.0% | +2.4% | +1.5% |
| 3M | +0.7% | +1.7% | -1.0% | -0.2% |
| 6M | -7.6% | -3.5% | -4.1% | -6.1% |
| YTD | +1.8% | +7.9% | -6.1% | -2.4% |
| 1Y | -0.8% | +17.2% | -17.9% | -9.5% |
| 3Y | +56.9% | +29.3% | +27.6% | +33.7% |
| 5Y | +39.5% | -5.7% | +45.3% | +39.3% |
| 10Y | +55.4% | +85.2% | -29.8% | +13.4% |
| All | +2,090.1% | +1,243.3% | +846.8% | +706.8% |
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