+215.1%
XLF vs PPL
+65.0%
+150.1%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.5% |
| 7D | +1.2% | -2.2% | +3.4% | +2.3% |
| 30D | +6.2% | +1.7% | +4.5% | +5.3% |
| 3M | +0.9% | +0.1% | +0.7% | +0.6% |
| 6M | +13.6% | -1.5% | +15.2% | +14.0% |
| YTD | +7.6% | +3.0% | +4.6% | +4.9% |
| 1Y | +10.2% | -1.4% | +11.6% | +9.7% |
| 3Y | +79.8% | +53.5% | +26.4% | +40.0% |
| 5Y | +58.0% | +46.4% | +11.6% | +24.7% |
| All | +215.1% | +65.0% | +150.1% | +133.1% |
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