+83.9%
XLI vs PPL
+39.5%
+44.4%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | -1.1% | +2.7% | -3.7% | -2.0% |
| 30D | -5.9% | +0.5% | -6.4% | -6.1% |
| 3M | -0.3% | +0.7% | -0.9% | -0.7% |
| 6M | +0.1% | -7.6% | +7.7% | +2.8% |
| YTD | +13.6% | +1.8% | +11.8% | +12.0% |
| 1Y | +17.2% | -0.8% | +17.9% | +16.6% |
| 3Y | +68.2% | +56.9% | +11.3% | +33.1% |
| All | +83.9% | +39.5% | +44.4% | +54.1% |
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