+123.7%
PPL vs ESI
+177.3%
-53.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -8.0% | +8.8% | +1.8% |
| 7D | +1.0% | -13.1% | +14.1% | +2.7% |
| 30D | +6.8% | -18.5% | +25.3% | +9.3% |
| 3M | +3.9% | -19.6% | +23.5% | +6.3% |
| 6M | -2.0% | -29.8% | +27.8% | +1.4% |
| YTD | +5.3% | +23.9% | -18.6% | +0.3% |
| 1Y | +2.2% | +15.0% | -12.8% | -1.7% |
| 3Y | +56.7% | +64.3% | -7.6% | +41.0% |
| 5Y | +49.1% | +26.3% | +22.7% | +37.4% |
| 10Y | +63.6% | +321.7% | -258.1% | +27.5% |
| All | +123.7% | +177.3% | -53.5% | +89.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling