+53.3%
XRT vs PPL
+56.9%
-3.6%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.8% | -3.6% | -3.0% |
| 7D | +2.3% | +1.0% | +1.3% | +2.1% |
| 30D | +9.8% | +6.8% | +3.0% | +8.1% |
| 3M | -0.2% | +3.9% | -4.0% | -1.1% |
| 6M | +8.4% | -2.0% | +10.4% | +8.7% |
| YTD | +7.5% | +5.3% | +2.3% | +5.7% |
| 1Y | +13.2% | +2.2% | +11.0% | +12.1% |
| All | +53.3% | +56.9% | -3.6% | +22.0% |
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