+46.4%
PPL vs IT
-42.3%
+88.7%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | -0.4% |
| 7D | -2.2% | -3.7% | +1.5% | -1.9% |
| 30D | +1.7% | -3.1% | +4.8% | +1.8% |
| 3M | +0.1% | +6.3% | -6.2% | -0.8% |
| 6M | -1.5% | +24.8% | -26.3% | -4.7% |
| YTD | +3.0% | -24.4% | +27.3% | +5.8% |
| 1Y | -1.4% | -17.1% | +15.6% | -0.1% |
| 3Y | +53.5% | -53.6% | +107.1% | +67.6% |
| 5Y | +46.4% | -42.5% | +88.9% | +46.8% |
| All | +46.4% | -42.3% | +88.7% | +46.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling