+1,024.7%
XLE vs PPL
+725.5%
+299.2%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | +2.2% | +2.7% | -0.5% | +0.9% |
| 30D | +11.8% | +0.5% | +11.3% | +11.3% |
| 3M | +9.8% | +0.7% | +9.2% | +9.0% |
| 6M | +15.6% | -7.6% | +23.2% | +19.4% |
| YTD | +45.3% | +1.8% | +43.4% | +42.5% |
| 1Y | +48.3% | -0.8% | +49.1% | +47.0% |
| 3Y | +55.4% | +56.9% | -1.4% | +19.9% |
| 5Y | +216.1% | +39.5% | +176.6% | +155.7% |
| 10Y | +178.4% | +55.4% | +123.0% | +107.1% |
| All | +1,024.7% | +725.5% | +299.2% | +354.8% |
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 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