+301.4%
PPL vs FTI
+1,647.4%
-1,345.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.5% | +5.3% | +1.6% |
| 7D | +1.0% | -8.0% | +9.0% | +2.5% |
| 30D | +6.8% | -11.9% | +18.7% | +9.0% |
| 3M | +3.9% | -11.0% | +14.9% | +5.6% |
| 6M | -2.0% | -17.8% | +15.8% | +0.7% |
| YTD | +5.3% | +38.5% | -33.2% | -1.8% |
| 1Y | +2.2% | +45.9% | -43.8% | -5.6% |
| 3Y | +56.7% | +181.8% | -125.1% | +24.8% |
| 5Y | +49.1% | +748.6% | -699.6% | -8.0% |
| 10Y | +63.6% | +180.4% | -116.8% | +9.5% |
| All | +301.4% | +1,647.4% | -1,345.9% | +43.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling