-6.1%
PPL vs XE
-65.4%
+59.3%
-16.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +15.9% | -16.4% | -0.2% |
| 7D | +0.4% | -4.6% | +5.0% | +0.4% |
| 30D | +5.4% | -27.5% | +33.0% | +5.1% |
| 3M | +4.3% | -49.9% | +54.2% | +3.3% |
| 6M | -1.3% | -67.2% | +65.9% | -1.3% |
| All | -6.1% | -65.4% | +59.3% | -6.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling