+1,127.6%
XLY vs PPL
+725.5%
+402.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | -2.0% | +2.7% | -4.6% | -2.9% |
| 30D | -3.1% | +0.5% | -3.6% | -3.3% |
| 3M | -1.8% | +0.7% | -2.5% | -2.3% |
| 6M | -0.9% | -7.6% | +6.7% | +1.5% |
| YTD | -3.4% | +1.8% | -5.2% | -4.5% |
| 1Y | -1.5% | -0.8% | -0.8% | -2.0% |
| 3Y | +38.8% | +56.9% | -18.1% | +16.2% |
| 5Y | +30.5% | +39.5% | -9.0% | +13.5% |
| 10Y | +215.3% | +55.4% | +159.9% | +154.5% |
| All | +1,127.6% | +725.5% | +402.1% | +526.3% |
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