+55.1%
PPL vs XHB
+211.6%
-156.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | -0.3% |
| 7D | +2.7% | -1.3% | +4.0% | +3.1% |
| 30D | +0.5% | -6.9% | +7.3% | +3.0% |
| 3M | +0.7% | -1.3% | +1.9% | +0.8% |
| 6M | -7.6% | -6.8% | -0.8% | -6.0% |
| YTD | +1.8% | +0.7% | +1.1% | +0.3% |
| 1Y | -0.8% | -11.2% | +10.5% | +2.2% |
| 3Y | +56.9% | +25.3% | +31.5% | +35.2% |
| 5Y | +39.5% | +37.3% | +2.2% | +12.2% |
| All | +55.1% | +211.6% | -156.5% | -19.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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 · 6 months rolling