+54.1%
PPL vs EXE
+191.4%
-137.3%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.1% |
| 7D | +2.7% | -0.3% | +2.9% | +2.7% |
| 30D | +0.5% | +8.5% | -8.0% | -0.6% |
| 3M | +0.7% | +5.5% | -4.8% | -0.1% |
| 6M | -7.6% | -5.9% | -1.7% | -7.1% |
| YTD | +1.8% | -9.7% | +11.5% | +2.7% |
| 1Y | -0.8% | +3.6% | -4.3% | -1.8% |
| 3Y | +56.9% | +18.0% | +38.8% | +51.6% |
| 5Y | +39.5% | +109.4% | -69.9% | +26.7% |
| All | +54.1% | +191.4% | -137.3% | +36.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling