+0.3%
XRT vs PPL
+39.5%
-39.2%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | +0.8% | +2.7% | -1.9% | -0.2% |
| 30D | -4.2% | +0.5% | -4.6% | -4.4% |
| 3M | +5.1% | +0.7% | +4.4% | +4.6% |
| 6M | +2.4% | -7.6% | +10.0% | +5.3% |
| YTD | +3.2% | +1.8% | +1.4% | +1.6% |
| 1Y | +1.5% | -0.8% | +2.3% | +0.9% |
| 3Y | +40.6% | +56.9% | -16.3% | +7.9% |
| All | +0.3% | +39.5% | -39.2% | -17.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling