+945.7%
PPL vs EXEL
+334.5%
+611.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -5.6% | +6.3% | +1.1% |
| 7D | +1.0% | +3.8% | -2.8% | +0.8% |
| 30D | +6.8% | +17.8% | -11.0% | +5.7% |
| 3M | +3.9% | +21.2% | -17.3% | +2.5% |
| 6M | -2.0% | +54.7% | -56.7% | -5.0% |
| YTD | +5.3% | +56.8% | -51.5% | +1.9% |
| 1Y | +2.2% | +70.2% | -68.0% | -1.6% |
| 3Y | +56.7% | +227.2% | -170.5% | +43.3% |
| 5Y | +49.1% | +254.9% | -205.8% | +34.7% |
| 10Y | +63.6% | +476.9% | -413.3% | +38.3% |
| All | +945.7% | +334.5% | +611.2% | +623.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling