+911.5%
PPL vs EXEL
+273.2%
+638.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | +2.7% | +8.4% | -5.7% | +2.1% |
| 30D | +0.5% | +4.1% | -3.6% | +0.2% |
| 3M | +0.7% | +12.4% | -11.8% | -0.2% |
| 6M | -7.6% | +41.5% | -49.1% | -9.8% |
| YTD | +1.8% | +34.6% | -32.8% | -0.4% |
| 1Y | -0.8% | +57.9% | -58.6% | -4.1% |
| 3Y | +56.9% | +159.5% | -102.6% | +45.6% |
| 5Y | +39.5% | +198.5% | -159.0% | +27.5% |
| 10Y | +55.4% | +411.4% | -356.0% | +32.1% |
| All | +911.5% | +273.2% | +638.3% | +607.1% |
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