+1,033.0%
XLI vs PPL
+748.7%
+284.2%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.3% |
| 7D | -2.8% | +0.4% | -3.2% | -3.0% |
| 30D | -3.1% | +5.4% | -8.5% | -5.1% |
| 3M | -11.7% | +4.3% | -16.0% | -13.3% |
| 6M | -7.6% | -1.3% | -6.2% | -7.4% |
| YTD | +5.7% | +4.7% | +1.0% | +3.2% |
| 1Y | +7.8% | +1.3% | +6.6% | +6.5% |
| 3Y | +67.4% | +57.2% | +10.2% | +37.6% |
| 5Y | +64.8% | +48.2% | +16.6% | +37.8% |
| 10Y | +241.2% | +62.7% | +178.5% | +167.7% |
| All | +1,033.0% | +748.7% | +284.2% | +412.2% |
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 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