+67.9%
PPL vs FTI
+189.4%
-121.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.1% | -0.8% | +1.0% |
| 7D | -0.4% | +4.3% | -4.7% | -0.9% |
| 30D | +2.6% | -4.7% | +7.3% | +3.1% |
| 3M | +0.8% | -13.5% | +14.3% | +2.5% |
| 6M | +1.4% | -8.7% | +10.1% | +2.1% |
| YTD | +4.3% | +49.0% | -44.7% | -2.1% |
| 1Y | +0.8% | +54.0% | -53.3% | -6.0% |
| 3Y | +57.9% | +211.6% | -153.7% | +30.3% |
| 5Y | +48.3% | +881.9% | -833.6% | -1.6% |
| All | +67.9% | +189.4% | -121.5% | +1.9% |
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