+65.0%
PPL vs XHB
+241.7%
-176.7%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -0.9% |
| 7D | -1.0% | -4.1% | +3.2% | +0.4% |
| 30D | +3.0% | +9.6% | -6.6% | -0.5% |
| 3M | +1.1% | -6.0% | +7.1% | +3.0% |
| 6M | -0.8% | +2.2% | -3.0% | -2.3% |
| YTD | +3.5% | +1.1% | +2.3% | +1.4% |
| 1Y | -0.9% | -1.7% | +0.8% | -1.9% |
| 3Y | +54.2% | +36.5% | +17.8% | +27.8% |
| 5Y | +46.3% | +33.5% | +12.8% | +19.1% |
| 10Y | +65.0% | +240.9% | -175.9% | -17.7% |
| All | +65.0% | +241.7% | -176.7% | -17.7% |
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