+65.7%
PPL vs ESI
+321.1%
-255.4%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.7% | -0.1% |
| 7D | -2.2% | +8.3% | -10.5% | -3.5% |
| 30D | +1.7% | -10.4% | +12.1% | +3.2% |
| 3M | +0.1% | -13.2% | +13.3% | +1.9% |
| 6M | -1.5% | -23.9% | +22.3% | +1.8% |
| YTD | +3.0% | +34.2% | -31.2% | -5.4% |
| 1Y | -1.4% | +22.2% | -23.7% | -7.9% |
| 3Y | +53.5% | +79.2% | -25.8% | +28.8% |
| 5Y | +46.4% | +38.1% | +8.3% | +27.7% |
| All | +65.7% | +321.1% | -255.4% | +11.2% |
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