+67.9%
PPL vs EXEL
+320.7%
-252.9%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.5% | +1.4% |
| 7D | -0.4% | -0.8% | +0.5% | -0.3% |
| 30D | +2.6% | +13.1% | -10.5% | +1.6% |
| 3M | +0.8% | +36.3% | -35.5% | -1.6% |
| 6M | +1.4% | +34.5% | -33.1% | -1.0% |
| YTD | +4.3% | +57.4% | -53.1% | +0.4% |
| 1Y | +0.8% | +62.9% | -62.2% | -3.3% |
| 3Y | +57.9% | +229.5% | -171.6% | +41.5% |
| 5Y | +48.3% | +281.2% | -232.9% | +30.4% |
| All | +67.9% | +320.7% | -252.9% | +48.7% |
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