+202.2%
PPL vs ET
+1,435.0%
-1,232.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | 0.0% |
| 7D | +2.7% | +0.9% | +1.8% | +2.5% |
| 30D | +0.5% | +7.5% | -7.0% | -0.7% |
| 3M | +0.7% | +11.4% | -10.8% | -1.1% |
| 6M | -7.6% | +18.5% | -26.1% | -10.1% |
| YTD | +1.8% | +37.4% | -35.6% | -3.3% |
| 1Y | -0.8% | +30.9% | -31.7% | -5.1% |
| 3Y | +56.9% | +98.7% | -41.9% | +39.7% |
| 5Y | +39.5% | +230.7% | -191.2% | +14.0% |
| 10Y | +55.4% | +175.6% | -120.2% | +23.2% |
| All | +202.2% | +1,435.0% | -1,232.8% | +0.9% |
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