+1,472.6%
XLK vs PPL
+725.5%
+747.1%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | +0.9% | +2.7% | -1.8% | 0.0% |
| 30D | +0.7% | +0.5% | +0.3% | +0.5% |
| 3M | -2.9% | +0.7% | -3.6% | -3.5% |
| 6M | +34.3% | -7.6% | +41.9% | +36.9% |
| YTD | +30.4% | +1.8% | +28.6% | +28.6% |
| 1Y | +43.4% | -0.8% | +44.1% | +42.3% |
| 3Y | +116.8% | +56.9% | +60.0% | +81.6% |
| 5Y | +144.0% | +39.5% | +104.5% | +112.1% |
| 10Y | +778.8% | +55.4% | +723.4% | +611.0% |
| All | +1,472.6% | +725.5% | +747.1% | +812.5% |
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