+40.4%
XLB vs PPL
+56.0%
-15.7%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.2% | -0.6% |
| 7D | -1.5% | +0.4% | -1.9% | -1.6% |
| 30D | +6.1% | +5.4% | +0.6% | +4.5% |
| 3M | 0.0% | +4.3% | -4.2% | -1.2% |
| 6M | 0.0% | -1.3% | +1.3% | +0.2% |
| YTD | +16.0% | +4.7% | +11.3% | +14.0% |
| 1Y | +24.7% | +1.3% | +23.5% | +23.8% |
| 3Y | +40.4% | +57.2% | -16.9% | +19.9% |
| All | +40.4% | +56.0% | -15.7% | +19.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling