+69.9%
XLI vs PPL
+47.4%
+22.5%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.7% | -0.9% |
| 7D | +3.8% | -0.4% | +4.1% | +3.9% |
| 30D | +1.0% | +2.6% | -1.6% | 0.0% |
| 3M | -8.9% | +0.8% | -9.7% | -9.3% |
| 6M | -2.3% | +1.4% | -3.7% | -3.1% |
| YTD | +9.7% | +4.3% | +5.4% | +7.1% |
| 1Y | +12.3% | +0.8% | +11.6% | +11.1% |
| 3Y | +71.5% | +57.9% | +13.6% | +35.8% |
| All | +69.9% | +47.4% | +22.5% | +37.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling