+48.5%
PPL vs ET
+201.6%
-153.1%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -0.9% | -0.6% |
| 7D | +0.4% | -7.9% | +8.3% | +2.0% |
| 30D | +5.4% | -5.9% | +11.4% | +6.7% |
| 3M | +4.3% | -5.2% | +9.5% | +5.2% |
| 6M | -1.3% | +0.3% | -1.6% | -1.7% |
| YTD | +4.7% | +23.1% | -18.4% | -0.2% |
| 1Y | +1.3% | +22.7% | -21.5% | -3.4% |
| 3Y | +57.2% | +75.4% | -18.2% | +35.7% |
| All | +48.5% | +201.6% | -153.1% | +19.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling