+198.1%
PPL vs XME
+169.9%
+28.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.4% | -3.9% | -1.3% |
| 7D | +0.4% | -4.5% | +4.9% | +1.4% |
| 30D | +5.4% | -10.9% | +16.3% | +8.1% |
| 3M | +4.3% | -15.3% | +19.5% | +7.9% |
| 6M | -1.3% | -24.6% | +23.3% | +4.3% |
| YTD | +4.7% | -9.6% | +14.3% | +4.9% |
| 1Y | +1.3% | +2.9% | -1.7% | -1.9% |
| 3Y | +57.2% | +86.9% | -29.7% | +28.3% |
| 5Y | +48.2% | +115.2% | -66.9% | +14.0% |
| 10Y | +62.7% | +305.7% | -243.0% | -0.4% |
| All | +198.1% | +169.9% | +28.2% | +72.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling