+234.4%
XLF vs PPL
+62.1%
+172.3%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.3% | +1.7% | +1.6% |
| 7D | +0.7% | -1.2% | +2.0% | +1.3% |
| 30D | +6.0% | +4.2% | +1.7% | +3.8% |
| 3M | +1.0% | +1.5% | -0.5% | +0.1% |
| 6M | +14.0% | +1.0% | +12.9% | +12.9% |
| YTD | +7.2% | +4.4% | +2.8% | +3.8% |
| 1Y | +11.6% | +0.8% | +10.8% | +10.0% |
| 3Y | +81.2% | +56.5% | +24.7% | +39.8% |
| 5Y | +57.9% | +47.7% | +10.2% | +24.2% |
| 10Y | +234.4% | +64.4% | +170.0% | +148.3% |
| All | +234.4% | +62.1% | +172.3% | +148.3% |
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