+212.4%
XLY vs PPL
+57.8%
+154.6%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.3% | -0.4% |
| 7D | -3.9% | -1.8% | -2.1% | -3.2% |
| 30D | -6.1% | -2.2% | -3.9% | -5.4% |
| 3M | -1.2% | -3.1% | +1.9% | -0.3% |
| 6M | -1.8% | -8.1% | +6.3% | +0.9% |
| YTD | -5.9% | 0.0% | -5.9% | -6.5% |
| 1Y | -3.1% | -1.3% | -1.8% | -3.4% |
| 3Y | +36.0% | +52.7% | -16.7% | +12.6% |
| 5Y | +27.6% | +37.4% | -9.8% | +9.7% |
| All | +212.4% | +57.8% | +154.6% | +144.8% |
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