+1.7%
PPL vs ETR
+18.4%
-16.7%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.7% | -2.7% | -1.5% |
| 7D | +1.8% | +3.7% | -1.9% | -0.3% |
| 30D | +8.4% | +11.0% | -2.6% | +2.4% |
| 3M | +2.4% | +3.4% | -1.0% | +0.4% |
| 6M | -4.0% | -3.3% | -0.7% | -3.0% |
| YTD | +4.5% | +23.3% | -18.8% | -5.6% |
| 1Y | +1.7% | +19.2% | -17.5% | -6.4% |
| All | +1.7% | +18.4% | -16.7% | -6.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 ETR 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