+566.3%
XLP vs PPL
+746.8%
-180.6%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | 0.0% | +3.3% | +3.4% |
| 7D | +5.9% | +1.8% | +4.1% | +5.3% |
| 30D | +13.5% | +8.4% | +5.0% | +10.7% |
| 3M | +8.4% | +2.4% | +6.0% | +7.6% |
| 6M | +11.5% | -4.0% | +15.5% | +12.7% |
| YTD | +20.6% | +4.5% | +16.2% | +18.7% |
| 1Y | +24.3% | +1.7% | +22.6% | +23.2% |
| 3Y | +45.1% | +55.5% | -10.5% | +26.2% |
| 5Y | +44.6% | +47.0% | -2.4% | +27.2% |
| 10Y | +133.1% | +62.4% | +70.7% | +94.0% |
| All | +566.3% | +746.8% | -180.6% | +249.2% |
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