+2,820.2%
FITB vs PPL
+2,158.2%
+662.0%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.5% |
| 7D | -1.5% | +0.4% | -2.0% | -1.8% |
| 30D | +5.8% | +5.4% | +0.4% | +2.8% |
| 3M | -6.1% | +4.3% | -10.4% | -8.4% |
| 6M | +5.9% | -1.3% | +7.3% | +6.3% |
| YTD | +16.1% | +4.7% | +11.4% | +12.3% |
| 1Y | +28.8% | +1.3% | +27.6% | +26.6% |
| 3Y | +126.0% | +57.2% | +68.8% | +73.5% |
| 5Y | +45.3% | +48.2% | -2.9% | +14.3% |
| 10Y | +255.4% | +62.7% | +192.6% | +166.5% |
| All | +2,820.2% | +2,158.2% | +662.0% | +742.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling