+898.9%
XBI vs PPL
+210.3%
+688.6%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.2% | -1.2% |
| 7D | +0.1% | 0.0% | 0.0% | 0.0% |
| 30D | +0.8% | +4.3% | -3.5% | -0.9% |
| 3M | -1.9% | +2.9% | -4.8% | -3.2% |
| 6M | +15.2% | +1.1% | +14.1% | +14.2% |
| YTD | +27.3% | +4.5% | +22.8% | +24.1% |
| 1Y | +41.5% | +0.1% | +41.4% | +40.1% |
| 3Y | +133.1% | +55.7% | +77.4% | +92.2% |
| 5Y | +23.7% | +47.6% | -23.9% | +3.7% |
| 10Y | +139.0% | +66.8% | +72.2% | +81.0% |
| All | +898.9% | +210.3% | +688.6% | +417.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling