+210.7%
PPL vs ET
+1,275.4%
-1,064.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -0.9% | -0.6% |
| 7D | +0.4% | -7.9% | +8.3% | +1.7% |
| 30D | +5.4% | -5.9% | +11.4% | +6.4% |
| 3M | +4.3% | -5.2% | +9.5% | +5.0% |
| 6M | -1.3% | +0.3% | -1.6% | -1.5% |
| YTD | +4.7% | +23.1% | -18.4% | +1.1% |
| 1Y | +1.3% | +22.7% | -21.5% | -2.2% |
| 3Y | +57.2% | +75.4% | -18.2% | +42.7% |
| 5Y | +48.2% | +202.6% | -154.4% | +22.8% |
| 10Y | +62.7% | +213.0% | -150.2% | +26.9% |
| All | +210.7% | +1,275.4% | -1,064.6% | +5.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling