+2,024.3%
XEL vs PPL
+2,151.9%
-127.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.8% |
| 7D | +1.1% | -1.2% | +2.3% | +1.8% |
| 30D | +8.7% | +4.2% | +4.4% | +6.1% |
| 3M | +3.5% | +1.5% | +2.0% | +2.7% |
| 6M | +2.6% | +1.0% | +1.5% | +2.0% |
| YTD | +11.1% | +4.4% | +6.7% | +8.2% |
| 1Y | +2.2% | +0.8% | +1.4% | +1.5% |
| 3Y | +51.1% | +56.5% | -5.4% | +17.1% |
| 5Y | +48.0% | +47.7% | +0.4% | +18.5% |
| 10Y | +175.3% | +64.4% | +110.9% | +101.1% |
| All | +2,024.3% | +2,151.9% | -127.6% | +298.8% |
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