+58.0%
PPL vs EXE
+161.7%
-103.7%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.3% | -2.2% | -0.2% |
| 7D | 0.0% | -2.2% | +2.2% | +0.3% |
| 30D | +4.3% | -0.3% | +4.6% | +4.3% |
| 3M | +2.9% | -9.3% | +12.3% | +4.0% |
| 6M | +1.1% | -7.2% | +8.3% | +1.8% |
| YTD | +4.5% | -18.9% | +23.4% | +6.6% |
| 1Y | +0.1% | -21.7% | +21.8% | +2.6% |
| 3Y | +55.7% | +21.0% | +34.7% | +49.8% |
| 5Y | +47.6% | +76.0% | -28.4% | +36.8% |
| All | +58.0% | +161.7% | -103.7% | +41.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 EXE 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