+59.9%
PPL vs ESI
+79.8%
-19.9%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.9% | -2.9% | -0.1% |
| 7D | +2.7% | +3.3% | -0.7% | +2.5% |
| 30D | +0.5% | -5.9% | +6.3% | +0.7% |
| 3M | +0.7% | -14.1% | +14.7% | +1.0% |
| 6M | -7.6% | +6.6% | -14.2% | -8.6% |
| YTD | +1.8% | +45.0% | -43.2% | -1.7% |
| 1Y | -0.8% | +41.5% | -42.2% | -4.2% |
| All | +59.9% | +79.8% | -19.9% | +41.4% |
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