+189.9%
PPL vs XME
+242.3%
-52.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | 0.0% |
| 7D | +2.7% | -0.1% | +2.8% | +2.7% |
| 30D | +0.5% | +6.0% | -5.5% | -1.1% |
| 3M | +0.7% | -7.7% | +8.4% | +2.0% |
| 6M | -7.6% | +1.0% | -8.6% | -8.9% |
| YTD | +1.8% | +14.6% | -12.8% | -3.2% |
| 1Y | -0.8% | +46.0% | -46.7% | -11.6% |
| 3Y | +56.9% | +127.0% | -70.1% | +22.7% |
| 5Y | +39.5% | +175.8% | -136.3% | +1.3% |
| 10Y | +55.4% | +414.6% | -359.2% | -9.9% |
| All | +189.9% | +242.3% | -52.4% | +59.0% |
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 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