-1.4%
PPL vs ET
+24.8%
-26.3%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.5% |
| 7D | -2.2% | +3.0% | -5.2% | -2.3% |
| 30D | +1.7% | -3.5% | +5.1% | +1.8% |
| 3M | +0.1% | -5.6% | +5.7% | +0.5% |
| 6M | -1.5% | +0.5% | -2.1% | -2.2% |
| YTD | +3.0% | +26.3% | -23.4% | +1.8% |
| 1Y | -1.4% | +25.7% | -27.1% | -2.5% |
| All | -1.4% | +24.8% | -26.3% | -2.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling