+60.3%
XLC vs PPL
+56.9%
+3.4%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -0.6% |
| 7D | +3.1% | +1.0% | +2.1% | +3.0% |
| 30D | -6.5% | +6.8% | -13.4% | -7.0% |
| 3M | -5.6% | +3.9% | -9.4% | -5.9% |
| 6M | -9.2% | -2.0% | -7.2% | -9.0% |
| YTD | -10.6% | +5.3% | -15.8% | -11.2% |
| 1Y | -6.9% | +2.2% | -9.1% | -7.1% |
| All | +60.3% | +56.9% | +3.4% | +51.7% |
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 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