+925.7%
XLV vs PPL
+725.5%
+200.1%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | +0.2% | +2.7% | -2.5% | -0.6% |
| 30D | +4.4% | +0.5% | +4.0% | +4.2% |
| 3M | +13.2% | +0.7% | +12.6% | +12.9% |
| 6M | +10.1% | -7.6% | +17.7% | +12.5% |
| YTD | +11.7% | +1.8% | +9.9% | +10.7% |
| 1Y | +26.9% | -0.8% | +27.7% | +26.7% |
| 3Y | +35.0% | +56.9% | -21.9% | +16.7% |
| 5Y | +35.9% | +39.5% | -3.7% | +21.1% |
| 10Y | +179.0% | +55.4% | +123.6% | +133.7% |
| All | +925.7% | +725.5% | +200.1% | +491.6% |
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