+703.1%
XLK vs PPL
+65.3%
+637.8%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.2% | -1.2% |
| 7D | -4.3% | 0.0% | -4.3% | -4.3% |
| 30D | -15.0% | +4.3% | -19.3% | -16.3% |
| 3M | -9.2% | +2.9% | -12.2% | -10.3% |
| 6M | -3.5% | +1.1% | -4.6% | -4.5% |
| YTD | +17.7% | +4.5% | +13.3% | +14.8% |
| 1Y | +14.9% | +0.1% | +14.8% | +13.6% |
| 3Y | +91.8% | +55.7% | +36.1% | +57.0% |
| 5Y | +113.1% | +47.6% | +65.5% | +77.3% |
| 10Y | +703.1% | +66.8% | +636.3% | +496.8% |
| All | +703.1% | +65.3% | +637.8% | +496.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling