+64.9%
XLC vs PPL
+53.7%
+11.2%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.3% | +2.7% | +2.5% |
| 7D | +7.1% | -1.2% | +8.3% | +7.2% |
| 30D | -2.7% | +4.2% | -7.0% | -3.1% |
| 3M | -3.2% | +1.5% | -4.7% | -3.3% |
| 6M | -7.7% | +1.0% | -8.7% | -7.7% |
| YTD | -8.0% | +4.4% | -12.4% | -8.6% |
| 1Y | -3.1% | +0.8% | -3.8% | -3.2% |
| 3Y | +64.9% | +56.5% | +8.4% | +56.1% |
| All | +64.9% | +53.7% | +11.2% | +56.1% |
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 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