+1,021.9%
XLE vs PPL
+746.8%
+275.0%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | 0.0% | -4.8% | -4.8% |
| 7D | -7.2% | +1.8% | -9.0% | -8.1% |
| 30D | +0.1% | +8.4% | -8.3% | -3.9% |
| 3M | +9.2% | +2.4% | +6.8% | +7.5% |
| 6M | +8.4% | -4.0% | +12.3% | +9.8% |
| YTD | +44.9% | +4.5% | +40.4% | +40.1% |
| 1Y | +49.9% | +1.7% | +48.1% | +46.6% |
| 3Y | +61.1% | +55.5% | +5.6% | +24.9% |
| 5Y | +163.4% | +47.0% | +116.3% | +107.1% |
| 10Y | +181.4% | +62.4% | +119.0% | +104.6% |
| All | +1,021.9% | +746.8% | +275.0% | +347.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling