+299.2%
PPL vs FTI
+1,702.1%
-1,402.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.1% | -3.7% | -1.1% |
| 7D | +0.4% | -7.6% | +8.1% | +1.8% |
| 30D | +5.4% | -7.1% | +12.6% | +6.6% |
| 3M | +4.3% | -8.7% | +13.0% | +5.5% |
| 6M | -1.3% | -14.0% | +12.6% | +0.6% |
| YTD | +4.7% | +42.8% | -38.2% | -2.9% |
| 1Y | +1.3% | +50.4% | -49.1% | -7.0% |
| 3Y | +57.2% | +194.1% | -136.9% | +24.2% |
| 5Y | +48.2% | +775.2% | -727.0% | -9.0% |
| 10Y | +62.7% | +189.2% | -126.5% | +8.3% |
| All | +299.2% | +1,702.1% | -1,402.9% | +41.7% |
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