+68.6%
XBI vs PPL
+0.2%
+68.4%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.5% | -0.1% | -1.5% |
| 7D | -3.6% | 0.0% | -3.7% | -3.6% |
| 30D | +0.9% | -1.3% | +2.1% | +0.9% |
| 3M | +21.4% | -2.6% | +24.0% | +21.5% |
| 6M | +25.5% | -8.4% | +33.9% | +26.0% |
| YTD | +30.8% | +0.2% | +30.6% | +30.3% |
| 1Y | +68.6% | -0.2% | +68.8% | +71.3% |
| All | +68.6% | +0.2% | +68.4% | +71.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling