+167.2%
XLE vs PPL
+62.0%
+105.2%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.5% | +0.3% |
| 7D | -12.0% | +0.4% | -12.4% | -12.2% |
| 30D | -2.7% | +5.4% | -8.2% | -5.4% |
| 3M | +6.6% | +4.3% | +2.3% | +4.0% |
| 6M | +9.5% | -1.3% | +10.9% | +9.5% |
| YTD | +40.6% | +4.7% | +35.9% | +35.6% |
| 1Y | +43.6% | +1.3% | +42.3% | +40.7% |
| 3Y | +58.1% | +57.2% | +0.9% | +19.7% |
| 5Y | +152.2% | +48.2% | +104.0% | +94.1% |
| All | +167.2% | +62.0% | +105.2% | +87.8% |
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