+65.7%
PPL vs EXEL
+325.9%
-260.1%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | -0.4% |
| 7D | -2.2% | +1.6% | -3.8% | -2.3% |
| 30D | +1.7% | +17.4% | -15.7% | +0.4% |
| 3M | +0.1% | +38.6% | -38.5% | -2.4% |
| 6M | -1.5% | +41.2% | -42.8% | -4.2% |
| YTD | +3.0% | +59.3% | -56.4% | -1.0% |
| 1Y | -1.4% | +60.2% | -61.7% | -5.3% |
| 3Y | +53.5% | +232.6% | -179.1% | +37.4% |
| 5Y | +46.4% | +285.9% | -239.4% | +28.6% |
| All | +65.7% | +325.9% | -260.1% | +46.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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