+60.2%
PPL vs ETR
+352.3%
-292.1%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.7% |
| 7D | +0.4% | +0.4% | 0.0% | +0.1% |
| 30D | +5.4% | +7.5% | -2.1% | +0.3% |
| 3M | +4.3% | +4.4% | -0.2% | +1.2% |
| 6M | -1.3% | -1.5% | +0.2% | -0.4% |
| YTD | +4.7% | +21.8% | -17.1% | -9.3% |
| 1Y | +1.3% | +18.4% | -17.1% | -10.6% |
| 3Y | +57.2% | +148.5% | -91.3% | -20.7% |
| 5Y | +48.2% | +152.6% | -104.4% | -27.4% |
| All | +60.2% | +352.3% | -292.1% | -48.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling