+152.2%
XLE vs PPL
+47.7%
+104.6%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.8% | -3.8% | -3.2% |
| 7D | -10.3% | +1.0% | -11.3% | -10.6% |
| 30D | -3.3% | +6.8% | -10.2% | -5.2% |
| 3M | +8.2% | +3.9% | +4.3% | +6.8% |
| 6M | +5.0% | -2.0% | +7.1% | +5.5% |
| YTD | +40.6% | +5.3% | +35.3% | +37.2% |
| 1Y | +45.0% | +2.2% | +42.8% | +43.0% |
| 3Y | +56.3% | +56.7% | -0.4% | +29.7% |
| 5Y | +152.2% | +49.1% | +103.2% | +108.9% |
| All | +152.2% | +47.7% | +104.6% | +108.9% |
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 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