+822.8%
XLB vs PPL
+753.5%
+69.3%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.8% | -3.7% | -3.2% |
| 7D | -0.4% | +1.0% | -1.4% | -0.8% |
| 30D | +5.2% | +6.8% | -1.6% | +2.3% |
| 3M | -0.1% | +3.9% | -4.0% | -1.9% |
| 6M | +2.4% | -2.0% | +4.4% | +2.9% |
| YTD | +16.9% | +5.3% | +11.6% | +13.6% |
| 1Y | +25.0% | +2.2% | +22.8% | +23.0% |
| 3Y | +40.7% | +56.7% | -16.0% | +14.1% |
| 5Y | +31.6% | +49.1% | -17.5% | +8.5% |
| 10Y | +175.3% | +63.6% | +111.6% | +110.6% |
| All | +822.8% | +753.5% | +69.3% | +290.8% |
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