+33.0%
XLY vs PPL
+53.1%
-20.1%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.5% | +0.2% | -1.1% |
| 7D | -2.1% | 0.0% | -2.1% | -2.1% |
| 30D | -6.0% | -1.3% | -4.8% | -5.9% |
| 3M | -2.7% | -2.6% | -0.2% | -2.5% |
| 6M | -1.5% | -8.4% | +6.9% | -0.4% |
| YTD | -5.4% | +0.2% | -5.6% | -5.8% |
| 1Y | -3.8% | -0.2% | -3.6% | -4.2% |
| All | +33.0% | +53.1% | -20.1% | +20.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling