+233.4%
XLY vs PPL
+67.2%
+166.2%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.7% | -0.9% |
| 7D | +2.0% | -0.4% | +2.4% | +2.2% |
| 30D | +7.6% | +2.6% | +5.0% | +6.5% |
| 3M | +1.5% | +0.8% | +0.7% | +1.1% |
| 6M | +1.5% | +1.4% | +0.1% | +0.6% |
| YTD | +1.1% | +4.3% | -3.2% | -1.2% |
| 1Y | +4.3% | +0.8% | +3.5% | +3.2% |
| 3Y | +51.8% | +57.9% | -6.1% | +24.0% |
| 5Y | +22.8% | +48.3% | -25.5% | +2.5% |
| All | +233.4% | +67.2% | +166.2% | +157.2% |
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 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