+66.8%
PPL vs ET
+166.6%
-99.7%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.8% | -1.7% | -0.3% |
| 7D | 0.0% | -1.9% | +1.9% | +0.4% |
| 30D | +4.3% | -3.1% | +7.4% | +4.8% |
| 3M | +2.9% | -3.9% | +6.9% | +3.6% |
| 6M | +1.1% | +4.0% | -2.9% | +0.2% |
| YTD | +4.5% | +26.4% | -22.0% | -0.3% |
| 1Y | +0.1% | +24.9% | -24.8% | -4.3% |
| 3Y | +55.7% | +85.2% | -29.5% | +37.2% |
| 5Y | +47.6% | +218.3% | -170.7% | +17.0% |
| 10Y | +66.8% | +172.0% | -105.1% | +28.8% |
| All | +66.8% | +166.6% | -99.7% | +28.8% |
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