+71.6%
FITB vs PPL
+39.5%
+32.1%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | +0.6% | +2.7% | -2.1% | -0.7% |
| 30D | -4.7% | +0.5% | -5.2% | -5.0% |
| 3M | +6.7% | +0.7% | +6.0% | +6.1% |
| 6M | +12.6% | -7.6% | +20.2% | +16.6% |
| YTD | +19.1% | +1.8% | +17.3% | +16.8% |
| 1Y | +22.6% | -0.8% | +23.4% | +21.7% |
| 3Y | +127.1% | +56.9% | +70.2% | +67.6% |
| All | +71.6% | +39.5% | +32.1% | +33.8% |
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