+508.9%
XLP vs PPL
+725.5%
-216.6%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | -1.0% | +2.7% | -3.7% | -1.8% |
| 30D | -0.9% | +0.5% | -1.3% | -1.1% |
| 3M | +3.8% | +0.7% | +3.2% | +3.6% |
| 6M | -1.7% | -7.6% | +5.9% | +0.4% |
| YTD | +10.3% | +1.8% | +8.4% | +9.4% |
| 1Y | +7.8% | -0.8% | +8.5% | +7.6% |
| 3Y | +27.2% | +56.9% | -29.7% | +10.3% |
| 5Y | +32.5% | +39.5% | -7.0% | +18.4% |
| 10Y | +101.8% | +55.4% | +46.4% | +70.0% |
| All | +508.9% | +725.5% | -216.6% | +221.6% |
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 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