+804.3%
XLK vs PPL
+52.7%
+751.6%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | +0.5% |
| 7D | +2.3% | 0.0% | +2.3% | +2.3% |
| 30D | +0.8% | -1.3% | +2.1% | +1.2% |
| 3M | +4.1% | -2.6% | +6.6% | +4.6% |
| 6M | +34.8% | -8.4% | +43.2% | +38.0% |
| YTD | +30.8% | +0.2% | +30.6% | +29.5% |
| 1Y | +42.4% | -0.2% | +42.6% | +40.9% |
| 3Y | +121.8% | +52.9% | +68.9% | +82.4% |
| 5Y | +146.6% | +36.8% | +109.8% | +111.3% |
| 10Y | +804.3% | +57.6% | +746.7% | +593.1% |
| All | +804.3% | +52.7% | +751.6% | +593.1% |
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 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