+422.3%
XLF vs PPL
+725.5%
-303.2%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | 0.0% | +2.7% | -2.7% | -1.3% |
| 30D | +0.2% | +0.5% | -0.3% | -0.1% |
| 3M | +11.7% | +0.7% | +11.1% | +11.0% |
| 6M | +13.8% | -7.6% | +21.4% | +17.6% |
| YTD | +7.0% | +1.8% | +5.2% | +5.2% |
| 1Y | +9.1% | -0.8% | +9.9% | +8.5% |
| 3Y | +75.6% | +56.9% | +18.7% | +37.5% |
| 5Y | +66.4% | +39.5% | +26.9% | +37.0% |
| 10Y | +250.3% | +55.4% | +194.9% | +163.5% |
| All | +422.3% | +725.5% | -303.2% | +97.0% |
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