+39.4%
PPL vs ETR
+127.8%
-88.3%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.3% |
| 7D | +2.7% | +1.4% | +1.2% | +1.8% |
| 30D | +0.5% | +1.0% | -0.5% | -0.1% |
| 3M | +0.7% | -1.3% | +1.9% | +1.4% |
| 6M | -7.6% | +1.9% | -9.5% | -8.9% |
| YTD | +1.8% | +18.2% | -16.3% | -8.0% |
| 1Y | -0.8% | +24.7% | -25.4% | -13.2% |
| 3Y | +56.9% | +150.7% | -93.8% | -13.5% |
| All | +39.4% | +127.8% | -88.3% | -18.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling