0.0%
PPL vs XHB
+1.3%
-1.2%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.6% | -3.9% | -0.8% |
| 7D | -1.2% | +1.3% | -2.5% | -1.4% |
| 30D | +4.2% | +11.8% | -7.6% | +2.5% |
| 3M | +1.5% | -3.8% | +5.3% | +1.9% |
| 6M | +1.0% | +4.1% | -3.0% | +0.6% |
| YTD | +4.4% | +4.0% | +0.4% | +3.8% |
| All | 0.0% | +1.3% | -1.2% | -0.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling