+55.1%
PPL vs FTI
+311.9%
-256.8%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | 0.0% |
| 7D | +2.7% | +5.3% | -2.6% | +1.9% |
| 30D | +0.5% | +15.3% | -14.9% | -1.5% |
| 3M | +0.7% | +15.8% | -15.1% | -1.6% |
| 6M | -7.6% | +22.6% | -30.2% | -10.5% |
| YTD | +1.8% | +79.5% | -77.7% | -6.6% |
| 1Y | -0.8% | +102.0% | -102.8% | -10.6% |
| 3Y | +56.9% | +315.8% | -258.9% | +24.4% |
| 5Y | +39.5% | +1,129.5% | -1,090.0% | -10.3% |
| All | +55.1% | +311.9% | -256.8% | -11.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 10y: compounded portfolio wealth divided by compounded FTI 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…
10y analysis · Full analysis span regression · 6 months rolling