+175.3%
XEL vs PPL
+62.1%
+113.2%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.8% |
| 7D | +1.1% | -1.2% | +2.3% | +1.9% |
| 30D | +8.7% | +4.2% | +4.4% | +5.7% |
| 3M | +3.5% | +1.5% | +2.0% | +2.5% |
| 6M | +2.6% | +1.0% | +1.5% | +1.9% |
| YTD | +11.1% | +4.4% | +6.7% | +7.6% |
| 1Y | +2.2% | +0.8% | +1.4% | +1.3% |
| 3Y | +51.1% | +56.5% | -5.4% | +12.1% |
| 5Y | +48.0% | +47.7% | +0.4% | +13.8% |
| 10Y | +175.3% | +64.4% | +110.9% | +81.1% |
| All | +175.3% | +62.1% | +113.2% | +81.1% |
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