+55.7%
PPL vs XME
+99.4%
-43.7%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.0% | +2.1% | +0.1% |
| 7D | 0.0% | -0.2% | +0.2% | 0.0% |
| 30D | +4.3% | -9.2% | +13.5% | +4.7% |
| 3M | +2.9% | -17.8% | +20.7% | +3.8% |
| 6M | +1.1% | -20.0% | +21.1% | +1.9% |
| YTD | +4.5% | -6.6% | +11.0% | +3.5% |
| 1Y | +0.1% | +1.8% | -1.7% | -1.7% |
| 3Y | +55.7% | +98.7% | -43.0% | +29.0% |
| All | +55.7% | +99.4% | -43.7% | +29.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling