+12.3%
XLI vs PPL
+0.2%
+12.1%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.7% | -0.5% |
| 7D | +3.8% | -0.4% | +4.1% | +3.8% |
| 30D | +1.0% | +2.6% | -1.6% | +0.7% |
| 3M | -8.9% | +0.8% | -9.7% | -9.0% |
| 6M | -2.3% | +1.4% | -3.7% | -2.4% |
| YTD | +9.7% | +4.3% | +5.4% | +9.1% |
| 1Y | +12.3% | +0.8% | +11.6% | +12.2% |
| All | +12.3% | +0.2% | +12.1% | +12.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling