+2,090.1%
PPL vs EXPD
+30,859.1%
-28,769.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.1% |
| 7D | +2.7% | -1.1% | +3.8% | +2.8% |
| 30D | +0.5% | +4.1% | -3.6% | -0.1% |
| 3M | +0.7% | +17.9% | -17.2% | -1.6% |
| 6M | -7.6% | +29.2% | -36.8% | -10.9% |
| YTD | +1.8% | +27.4% | -25.5% | -1.9% |
| 1Y | -0.8% | +56.8% | -57.6% | -7.2% |
| 3Y | +56.9% | +68.0% | -11.2% | +44.3% |
| 5Y | +39.5% | +61.9% | -22.3% | +28.0% |
| 10Y | +55.4% | +316.0% | -260.6% | +26.4% |
| All | +2,090.1% | +30,859.1% | -28,769.0% | +1,434.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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