+57.8%
PPL vs EXE
+165.2%
-107.4%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.5% | +1.2% |
| 7D | -0.4% | +5.3% | -5.7% | -1.0% |
| 30D | +2.6% | -2.2% | +4.8% | +2.9% |
| 3M | +0.8% | -5.9% | +6.7% | +1.4% |
| 6M | +1.4% | -5.7% | +7.1% | +1.9% |
| YTD | +4.3% | -17.8% | +22.1% | +6.3% |
| 1Y | +0.8% | -23.1% | +23.9% | +3.5% |
| 3Y | +57.9% | +21.2% | +36.7% | +51.9% |
| 5Y | +48.3% | +78.8% | -30.5% | +37.2% |
| All | +57.8% | +165.2% | -107.4% | +41.1% |
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