+35.8%
XLC vs PPL
+47.9%
-12.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.0% | +0.6% |
| 7D | +4.9% | +0.4% | +4.5% | +4.8% |
| 30D | -5.8% | +5.4% | -11.3% | -7.2% |
| 3M | -5.4% | +4.3% | -9.7% | -6.6% |
| 6M | -10.2% | -1.3% | -8.8% | -10.0% |
| YTD | -10.2% | +4.7% | -14.9% | -12.0% |
| 1Y | -5.6% | +1.3% | -6.9% | -6.5% |
| 3Y | +61.0% | +57.2% | +3.8% | +32.8% |
| All | +35.8% | +47.9% | -12.0% | +13.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling