-0.9%
PPL vs XME
+2.7%
-3.6%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.6% | -0.9% |
| 7D | -1.0% | +1.5% | -2.5% | -0.9% |
| 30D | +3.0% | -7.3% | +10.3% | +2.8% |
| 3M | +1.1% | -17.4% | +18.5% | +0.6% |
| 6M | -0.8% | -21.8% | +21.1% | -1.6% |
| YTD | +3.5% | -6.0% | +9.4% | +1.6% |
| 1Y | -0.9% | +3.8% | -4.7% | -3.8% |
| All | -0.9% | +2.7% | -3.6% | -3.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 XME 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