+47.1%
PPL vs ETR
+157.6%
-110.5%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.4% |
| 7D | -0.4% | +1.2% | -1.5% | -1.0% |
| 30D | +2.6% | +7.0% | -4.4% | -1.4% |
| 3M | +0.8% | +4.6% | -3.8% | -1.9% |
| 6M | +1.4% | +0.1% | +1.3% | +1.2% |
| YTD | +4.3% | +23.2% | -18.9% | -8.3% |
| 1Y | +0.8% | +20.6% | -19.8% | -10.3% |
| 3Y | +57.9% | +156.3% | -98.4% | -15.4% |
| All | +47.1% | +157.6% | -110.5% | -19.3% |
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 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