+64.4%
PPL vs ESI
+323.5%
-259.1%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.1% | -5.4% | -1.1% |
| 7D | -1.2% | -3.5% | +2.2% | -0.8% |
| 30D | +4.2% | -9.3% | +13.5% | +5.6% |
| 3M | +1.5% | -12.8% | +14.3% | +3.3% |
| 6M | +1.0% | -24.6% | +25.7% | +4.6% |
| YTD | +4.4% | +32.7% | -28.4% | -3.8% |
| 1Y | +0.8% | +20.3% | -19.5% | -5.6% |
| 3Y | +56.5% | +80.2% | -23.7% | +31.2% |
| 5Y | +47.7% | +40.0% | +7.7% | +28.4% |
| 10Y | +64.4% | +310.8% | -246.4% | +8.5% |
| All | +64.4% | +323.5% | -259.1% | +8.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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