-8.7%
PPL vs XE
-36.4%
+27.7%
-11.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +8.1% | -8.2% | +0.1% |
| 7D | +1.8% | +4.0% | -2.2% | +1.9% |
| 30D | -1.1% | -15.5% | +14.4% | -1.4% |
| 3M | 0.0% | -14.6% | +14.6% | +0.4% |
| All | -8.7% | -36.4% | +27.7% | -8.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XE.
Daily Out/Under-Performance
Portfolio return minus XE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XE 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 10y: compounded portfolio wealth divided by compounded XE 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…
10y analysis · Full analysis span regression · Available span rolling