+163.9%
XLE vs PPL
+62.1%
+101.8%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.7% |
| 7D | -7.9% | -1.2% | -6.7% | -7.4% |
| 30D | -4.8% | +4.2% | -9.1% | -6.9% |
| 3M | +8.4% | +1.5% | +6.8% | +7.2% |
| 6M | +12.7% | +1.0% | +11.6% | +11.3% |
| YTD | +41.3% | +4.4% | +36.9% | +36.4% |
| 1Y | +42.3% | +0.8% | +41.5% | +39.8% |
| 3Y | +65.1% | +56.5% | +8.6% | +25.3% |
| 5Y | +150.2% | +47.7% | +102.5% | +92.6% |
| 10Y | +163.9% | +64.4% | +99.5% | +85.9% |
| All | +163.9% | +62.1% | +101.8% | +85.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling