+66.8%
PPL vs FTI
+178.7%
-111.8%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -0.1% |
| 7D | 0.0% | -3.3% | +3.3% | +0.4% |
| 30D | +4.3% | -7.2% | +11.5% | +5.2% |
| 3M | +2.9% | -12.9% | +15.8% | +4.6% |
| 6M | +1.1% | -7.9% | +9.0% | +1.7% |
| YTD | +4.5% | +45.2% | -40.7% | -1.6% |
| 1Y | +0.1% | +48.1% | -48.0% | -6.1% |
| 3Y | +55.7% | +205.0% | -149.3% | +28.8% |
| 5Y | +47.6% | +838.8% | -791.2% | -1.4% |
| 10Y | +66.8% | +174.8% | -108.0% | +1.5% |
| All | +66.8% | +178.7% | -111.8% | +1.5% |
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