+133.2%
XRT vs PPL
+67.2%
+66.1%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.9% | -0.1% |
| 7D | +1.7% | -0.4% | +2.1% | +1.9% |
| 30D | +7.5% | +2.6% | +4.8% | +6.3% |
| 3M | +2.2% | +0.8% | +1.4% | +1.8% |
| 6M | +14.7% | +1.4% | +13.2% | +13.7% |
| YTD | +7.5% | +4.3% | +3.2% | +4.8% |
| 1Y | +14.1% | +0.8% | +13.4% | +12.9% |
| 3Y | +58.8% | +57.9% | +0.9% | +26.4% |
| 5Y | -3.9% | +48.3% | -52.2% | -21.7% |
| All | +133.2% | +67.2% | +66.1% | +73.9% |
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