+49.9%
XLE vs PPL
+1.0%
+48.9%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | 0.0% | -4.8% | -4.7% |
| 7D | -7.2% | +1.8% | -9.0% | -7.1% |
| 30D | +0.1% | +8.4% | -8.3% | +0.5% |
| 3M | +9.2% | +2.4% | +6.8% | +9.4% |
| 6M | +8.4% | -4.0% | +12.3% | +8.6% |
| YTD | +44.9% | +4.5% | +40.4% | +44.2% |
| 1Y | +49.9% | +1.7% | +48.1% | +50.5% |
| All | +49.9% | +1.0% | +48.9% | +50.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling