+64.4%
PPL vs XHB
+271.6%
-207.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.6% | -3.9% | -1.5% |
| 7D | -1.2% | +1.3% | -2.5% | -1.8% |
| 30D | +4.2% | +11.8% | -7.6% | -0.1% |
| 3M | +1.5% | -3.8% | +5.3% | +2.6% |
| 6M | +1.0% | +4.1% | -3.0% | -1.1% |
| YTD | +4.4% | +4.0% | +0.4% | +1.4% |
| 1Y | +0.8% | +1.6% | -0.8% | -1.4% |
| 3Y | +56.5% | +43.2% | +13.3% | +27.3% |
| 5Y | +47.7% | +35.8% | +11.8% | +19.8% |
| 10Y | +64.4% | +259.3% | -194.9% | -18.1% |
| All | +64.4% | +271.6% | -207.2% | -18.1% |
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