+116.4%
PPL vs ESI
+224.6%
-108.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.9% | -2.9% | -0.4% |
| 7D | +2.7% | +3.3% | -0.7% | +2.2% |
| 30D | +0.5% | -5.9% | +6.3% | +1.2% |
| 3M | +0.7% | -14.1% | +14.7% | +2.1% |
| 6M | -7.6% | +6.6% | -14.2% | -9.4% |
| YTD | +1.8% | +45.0% | -43.2% | -4.5% |
| 1Y | -0.8% | +41.5% | -42.2% | -6.9% |
| 3Y | +56.9% | +78.8% | -21.9% | +40.3% |
| 5Y | +39.5% | +70.9% | -31.4% | +24.0% |
| 10Y | +55.4% | +317.1% | -261.7% | +20.1% |
| All | +116.4% | +224.6% | -108.2% | +80.7% |
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 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