+217.7%
XLV vs PPL
+67.2%
+150.5%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | +0.1% |
| 7D | +2.2% | -0.4% | +2.6% | +2.3% |
| 30D | +8.6% | +2.6% | +5.9% | +7.5% |
| 3M | +12.6% | +0.8% | +11.8% | +12.1% |
| 6M | +29.8% | +1.4% | +28.4% | +28.8% |
| YTD | +23.5% | +4.3% | +19.2% | +20.9% |
| 1Y | +25.7% | +0.8% | +25.0% | +24.6% |
| 3Y | +56.3% | +57.9% | -1.6% | +29.8% |
| 5Y | +53.1% | +48.3% | +4.8% | +29.1% |
| All | +217.7% | +67.2% | +150.5% | +146.1% |
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