+218.0%
XLE vs PPL
+39.5%
+178.5%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | +2.2% | +2.7% | -0.5% | +1.4% |
| 30D | +11.8% | +0.5% | +11.3% | +11.5% |
| 3M | +9.8% | +0.7% | +9.2% | +9.3% |
| 6M | +15.6% | -7.6% | +23.2% | +18.1% |
| YTD | +45.3% | +1.8% | +43.4% | +43.3% |
| 1Y | +48.3% | -0.8% | +49.1% | +47.4% |
| 3Y | +55.4% | +56.9% | -1.4% | +28.0% |
| All | +218.0% | +39.5% | +178.5% | +181.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling