+127.5%
XLP vs PPL
+62.9%
+64.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.5% | -1.1% |
| 7D | +3.5% | +1.0% | +2.4% | +3.1% |
| 30D | +11.6% | +6.8% | +4.7% | +8.8% |
| 3M | +7.6% | +3.9% | +3.8% | +6.0% |
| 6M | +10.0% | -2.0% | +12.1% | +10.7% |
| YTD | +19.7% | +5.3% | +14.5% | +16.9% |
| 1Y | +23.5% | +2.2% | +21.3% | +21.8% |
| 3Y | +44.0% | +56.7% | -12.8% | +19.4% |
| 5Y | +42.7% | +49.1% | -6.4% | +19.7% |
| All | +127.5% | +62.9% | +64.6% | +74.0% |
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