+939.9%
PPL vs EXEL
+340.0%
+600.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -1.8% | -0.6% |
| 7D | +0.4% | +0.3% | +0.2% | +0.4% |
| 30D | +5.4% | +19.0% | -13.6% | +4.2% |
| 3M | +4.3% | +33.3% | -29.0% | +2.3% |
| 6M | -1.3% | +42.9% | -44.2% | -3.8% |
| YTD | +4.7% | +58.7% | -54.0% | +1.3% |
| 1Y | +1.3% | +70.5% | -69.3% | -2.5% |
| 3Y | +57.2% | +233.8% | -176.6% | +43.5% |
| 5Y | +48.2% | +259.3% | -211.1% | +33.9% |
| 10Y | +62.7% | +484.1% | -421.4% | +37.5% |
| All | +939.9% | +340.0% | +600.0% | +618.9% |
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