+58.1%
PPL vs IT
-54.0%
+112.2%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +0.1% |
| 7D | 0.0% | -7.5% | +7.5% | +0.3% |
| 30D | +4.3% | -1.2% | +5.5% | +4.4% |
| 3M | +2.9% | -2.2% | +5.1% | +3.0% |
| 6M | +1.1% | +19.1% | -18.0% | -0.1% |
| YTD | +4.5% | -25.1% | +29.6% | +6.5% |
| 1Y | +0.1% | -17.4% | +17.5% | +1.2% |
| All | +58.1% | -54.0% | +112.2% | +62.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling