+46.3%
PPL vs EXEL
+286.3%
-240.0%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.1% | -1.0% |
| 7D | -1.0% | -2.8% | +1.9% | -0.7% |
| 30D | +3.0% | +18.2% | -15.2% | +1.6% |
| 3M | +1.1% | +37.7% | -36.6% | -1.6% |
| 6M | -0.8% | +42.2% | -43.0% | -3.8% |
| YTD | +3.5% | +61.3% | -57.8% | -1.0% |
| 1Y | -0.9% | +64.5% | -65.4% | -5.3% |
| 3Y | +54.2% | +236.7% | -182.5% | +33.4% |
| 5Y | +46.3% | +296.3% | -250.0% | +23.3% |
| All | +46.3% | +286.3% | -240.0% | +23.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling