+39.4%
PPL vs ESI
+72.3%
-32.9%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.9% | -2.9% | -0.3% |
| 7D | +2.7% | +3.3% | -0.7% | +2.3% |
| 30D | +0.5% | -5.9% | +6.3% | +1.1% |
| 3M | +0.7% | -14.1% | +14.7% | +1.9% |
| 6M | -7.6% | +6.6% | -14.2% | -9.7% |
| YTD | +1.8% | +45.0% | -43.2% | -5.4% |
| 1Y | -0.8% | +41.5% | -42.2% | -7.8% |
| 3Y | +56.9% | +78.8% | -21.9% | +35.2% |
| All | +39.4% | +72.3% | -32.9% | +16.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling