+84.8%
PPL vs ETSY
+146.8%
-62.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.7% | +6.7% | +0.4% |
| 7D | +2.7% | -8.5% | +11.1% | +3.1% |
| 30D | +0.5% | -10.9% | +11.3% | +1.1% |
| 3M | +0.7% | +14.1% | -13.4% | -0.1% |
| 6M | -7.6% | +37.5% | -45.1% | -9.4% |
| YTD | +1.8% | +38.0% | -36.2% | -0.4% |
| 1Y | -0.8% | +46.5% | -47.3% | -3.6% |
| 3Y | +56.9% | +2.5% | +54.4% | +53.8% |
| 5Y | +39.5% | -65.3% | +104.8% | +41.3% |
| 10Y | +55.4% | +451.6% | -396.2% | +34.0% |
| All | +84.8% | +146.8% | -62.0% | +55.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ETSY.
Daily Out/Under-Performance
Portfolio return minus ETSY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETSY 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 ETSY 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