+2,896.1%
FITB vs PPL
+2,096.5%
+799.6%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | +0.6% | +2.7% | -2.1% | -0.8% |
| 30D | -4.7% | +0.5% | -5.2% | -5.0% |
| 3M | +6.7% | +0.7% | +6.0% | +6.0% |
| 6M | +12.6% | -7.6% | +20.2% | +16.8% |
| YTD | +19.1% | +1.8% | +17.3% | +17.0% |
| 1Y | +22.6% | -0.8% | +23.4% | +21.9% |
| 3Y | +127.1% | +56.9% | +70.2% | +74.6% |
| 5Y | +71.8% | +39.5% | +32.3% | +39.7% |
| 10Y | +287.2% | +55.4% | +231.8% | +197.0% |
| All | +2,896.1% | +2,096.5% | +799.6% | +778.5% |
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