+820.5%
XLB vs PPL
+725.5%
+95.0%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -1.4% | +2.7% | -4.1% | -2.5% |
| 30D | -0.4% | +0.5% | -0.8% | -0.7% |
| 3M | +2.0% | +0.7% | +1.3% | +1.5% |
| 6M | +1.8% | -7.6% | +9.4% | +4.9% |
| YTD | +16.6% | +1.8% | +14.8% | +15.0% |
| 1Y | +16.9% | -0.8% | +17.7% | +16.4% |
| 3Y | +32.6% | +56.9% | -24.3% | +7.4% |
| 5Y | +35.6% | +39.5% | -3.9% | +15.1% |
| 10Y | +160.0% | +55.4% | +104.6% | +103.3% |
| All | +820.5% | +725.5% | +95.0% | +295.7% |
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