+415.6%
XLF vs PPL
+748.7%
-333.1%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.3% |
| 7D | +1.2% | +0.4% | +0.7% | +0.9% |
| 30D | +6.3% | +5.4% | +0.9% | +3.6% |
| 3M | -0.8% | +4.3% | -5.0% | -3.0% |
| 6M | +11.0% | -1.3% | +12.4% | +11.2% |
| YTD | +5.6% | +4.7% | +1.0% | +2.3% |
| 1Y | +10.8% | +1.3% | +9.5% | +9.0% |
| 3Y | +77.8% | +57.2% | +20.6% | +39.2% |
| 5Y | +55.6% | +48.2% | +7.4% | +24.3% |
| 10Y | +252.5% | +62.7% | +189.7% | +159.4% |
| All | +415.6% | +748.7% | -333.1% | +91.7% |
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