+52.3%
XLV vs PPL
+45.5%
+6.8%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.4% |
| 7D | +1.6% | -2.2% | +3.8% | +2.4% |
| 30D | +10.7% | +1.7% | +9.0% | +10.0% |
| 3M | +11.9% | +0.1% | +11.8% | +11.8% |
| 6M | +29.8% | -1.5% | +31.4% | +30.3% |
| YTD | +22.8% | +3.0% | +19.9% | +20.8% |
| 1Y | +25.0% | -1.4% | +26.4% | +24.9% |
| 3Y | +56.4% | +53.5% | +2.9% | +29.5% |
| 5Y | +52.3% | +46.4% | +5.9% | +28.2% |
| All | +52.3% | +45.5% | +6.8% | +28.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling