+227.3%
XLI vs PPL
+65.0%
+162.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.7% |
| 7D | +4.3% | -2.2% | +6.5% | +5.3% |
| 30D | +0.5% | +1.7% | -1.2% | -0.4% |
| 3M | -8.6% | +0.1% | -8.7% | -8.8% |
| 6M | -2.3% | -1.5% | -0.8% | -2.1% |
| YTD | +10.1% | +3.0% | +7.1% | +7.6% |
| 1Y | +11.0% | -1.4% | +12.4% | +10.7% |
| 3Y | +72.3% | +53.5% | +18.8% | +35.9% |
| 5Y | +70.8% | +46.4% | +24.4% | +36.7% |
| All | +227.3% | +65.0% | +162.3% | +141.2% |
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