+58.1%
PPL vs ESI
+64.8%
-6.7%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -8.0% | +8.8% | +1.0% |
| 7D | +1.0% | -13.1% | +14.1% | +1.4% |
| 30D | +6.8% | -18.5% | +25.3% | +7.4% |
| 3M | +3.9% | -19.6% | +23.5% | +4.4% |
| 6M | -2.0% | -29.8% | +27.8% | -1.3% |
| YTD | +5.3% | +23.9% | -18.6% | +2.3% |
| 1Y | +2.2% | +15.0% | -12.8% | -0.3% |
| All | +58.1% | +64.8% | -6.7% | +39.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling