+1,080.1%
XLI vs PPL
+734.7%
+345.4%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.7% |
| 7D | +4.3% | -2.2% | +6.5% | +5.2% |
| 30D | +0.5% | +1.7% | -1.2% | -0.3% |
| 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% | +8.1% |
| 1Y | +11.0% | -1.4% | +12.4% | +10.8% |
| 3Y | +72.3% | +53.5% | +18.8% | +43.0% |
| 5Y | +70.8% | +46.4% | +24.4% | +43.6% |
| 10Y | +228.7% | +64.3% | +164.5% | +157.4% |
| All | +1,080.1% | +734.7% | +345.4% | +436.9% |
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