+126.6%
XLC vs PPL
+87.4%
+39.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -0.8% |
| 7D | +3.1% | +1.0% | +2.1% | +2.7% |
| 30D | -6.5% | +6.8% | -13.4% | -8.6% |
| 3M | -5.6% | +3.9% | -9.4% | -6.9% |
| 6M | -9.2% | -2.0% | -7.2% | -9.0% |
| YTD | -10.6% | +5.3% | -15.8% | -12.7% |
| 1Y | -6.9% | +2.2% | -9.1% | -8.2% |
| 3Y | +59.9% | +56.7% | +3.1% | +33.6% |
| 5Y | +34.7% | +49.1% | -14.4% | +13.9% |
| All | +126.6% | +87.4% | +39.2% | +83.3% |
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