+60.0%
PPL vs ET
+164.0%
-104.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | +1.8% | +0.4% | +1.3% | +1.7% |
| 30D | -1.1% | +6.9% | -7.9% | -2.2% |
| 3M | 0.0% | +13.1% | -13.0% | -2.1% |
| 6M | -7.6% | +18.7% | -26.3% | -10.4% |
| YTD | +1.7% | +37.4% | -35.7% | -4.0% |
| 1Y | +1.5% | +34.8% | -33.3% | -3.9% |
| 3Y | +55.3% | +96.8% | -41.5% | +36.4% |
| 5Y | +37.7% | +238.2% | -200.5% | +9.4% |
| All | +60.0% | +164.0% | -104.0% | +30.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 10y: compounded portfolio wealth divided by compounded ET 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…
10y analysis · Full analysis span regression · 6 months rolling