+64.4%
PPL vs EXEL
+445.6%
-381.1%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.1% | -3.4% | -0.5% |
| 7D | -1.2% | +2.3% | -3.5% | -1.4% |
| 30D | +4.2% | +19.8% | -15.6% | +2.8% |
| 3M | +1.5% | +32.7% | -31.2% | -0.7% |
| 6M | +1.0% | +49.0% | -47.9% | -2.1% |
| YTD | +4.4% | +63.7% | -59.3% | +0.2% |
| 1Y | +0.8% | +75.8% | -75.0% | -3.8% |
| 3Y | +56.5% | +241.3% | -184.8% | +40.0% |
| 5Y | +47.7% | +289.0% | -241.4% | +29.7% |
| 10Y | +64.4% | +377.6% | -313.2% | +47.0% |
| All | +64.4% | +445.6% | -381.1% | +47.0% |
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