+39.4%
PPL vs EXEL
+199.5%
-160.1%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | +2.7% | +8.4% | -5.7% | +2.0% |
| 30D | +0.5% | +4.1% | -3.6% | +0.1% |
| 3M | +0.7% | +12.4% | -11.8% | -0.3% |
| 6M | -7.6% | +41.5% | -49.1% | -10.3% |
| YTD | +1.8% | +34.6% | -32.8% | -0.9% |
| 1Y | -0.8% | +57.9% | -58.6% | -4.9% |
| 3Y | +56.9% | +159.5% | -102.6% | +40.2% |
| All | +39.4% | +199.5% | -160.1% | +21.6% |
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 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