+168.2%
XBI vs PPL
+55.0%
+113.2%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.1% | -1.1% |
| 7D | -0.9% | +1.8% | -2.7% | -1.5% |
| 30D | +2.9% | -1.1% | +4.0% | +3.2% |
| 3M | +26.2% | 0.0% | +26.2% | +25.9% |
| 6M | +30.7% | -7.6% | +38.3% | +33.7% |
| YTD | +32.9% | +1.7% | +31.2% | +31.4% |
| 1Y | +72.3% | +1.5% | +70.7% | +70.2% |
| 3Y | +107.2% | +55.3% | +51.9% | +75.5% |
| 5Y | +23.2% | +37.7% | -14.5% | +8.1% |
| All | +168.2% | +55.0% | +113.2% | +118.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 10y: compounded portfolio wealth divided by compounded PPL 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…
10y analysis · Full analysis span regression · 6 months rolling