-3.2%
XRT vs PPL
+47.7%
-50.8%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.8% | -3.6% | -3.1% |
| 7D | +2.3% | +1.0% | +1.3% | +1.9% |
| 30D | +9.8% | +6.8% | +3.0% | +6.9% |
| 3M | -0.2% | +3.9% | -4.0% | -1.8% |
| 6M | +8.4% | -2.0% | +10.4% | +9.0% |
| YTD | +7.5% | +5.3% | +2.3% | +4.4% |
| 1Y | +13.2% | +2.2% | +11.0% | +11.3% |
| 3Y | +52.0% | +56.7% | -4.7% | +17.1% |
| 5Y | -3.2% | +49.1% | -52.2% | -24.0% |
| All | -3.2% | +47.7% | -50.8% | -24.0% |
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 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