+142.5%
XLC vs PPL
+81.2%
+61.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -0.8% | +2.7% | -3.5% | -1.7% |
| 30D | +1.0% | +0.5% | +0.6% | +0.8% |
| 3M | -0.7% | +0.7% | -1.4% | -1.1% |
| 6M | -5.1% | -7.6% | +2.5% | -3.0% |
| YTD | -4.3% | +1.8% | -6.1% | -5.4% |
| 1Y | -0.6% | -0.8% | +0.2% | -1.0% |
| 3Y | +72.7% | +56.9% | +15.8% | +43.9% |
| 5Y | +38.0% | +39.5% | -1.5% | +19.4% |
| All | +142.5% | +81.2% | +61.2% | +98.5% |
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