+60.2%
PPL vs IT
+100.5%
-40.3%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.0% | +3.5% | +0.2% |
| 7D | +0.4% | -16.9% | +17.3% | +3.7% |
| 30D | +5.4% | +2.3% | +3.1% | +4.6% |
| 3M | +4.3% | +2.9% | +1.4% | +2.7% |
| 6M | -1.3% | +25.9% | -27.2% | -8.0% |
| YTD | +4.7% | -24.6% | +29.3% | +8.3% |
| 1Y | +1.3% | -16.0% | +17.3% | +2.0% |
| 3Y | +57.2% | -51.6% | +108.8% | +75.9% |
| 5Y | +48.2% | -42.6% | +90.9% | +53.8% |
| All | +60.2% | +100.5% | -40.3% | +10.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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