+48.5%
PPL vs EXE
+61.0%
-12.5%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.4% |
| 7D | +0.4% | -6.6% | +7.0% | +1.2% |
| 30D | +5.4% | -4.0% | +9.4% | +5.9% |
| 3M | +4.3% | -7.5% | +11.7% | +5.1% |
| 6M | -1.3% | -11.7% | +10.3% | 0.0% |
| YTD | +4.7% | -22.0% | +26.7% | +7.5% |
| 1Y | +1.3% | -21.8% | +23.1% | +3.8% |
| 3Y | +57.2% | +8.0% | +49.2% | +53.0% |
| All | +48.5% | +61.0% | -12.5% | +40.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling