+94.0%
XLK vs PPL
+55.2%
+38.8%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.3% | +4.0% | +3.7% |
| 7D | -1.9% | -1.2% | -0.7% | -2.0% |
| 30D | -14.0% | +4.2% | -18.3% | -13.6% |
| 3M | -9.0% | +1.5% | -10.5% | -8.7% |
| 6M | -2.4% | +1.0% | -3.5% | -2.1% |
| YTD | +19.1% | +4.4% | +14.7% | +19.6% |
| 1Y | +19.2% | +0.8% | +18.5% | +19.6% |
| All | +94.0% | +55.2% | +38.8% | +98.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling