+39.4%
PPL vs IT
-40.5%
+80.0%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.6% | +4.6% | +0.4% |
| 7D | +2.7% | -6.0% | +8.7% | +3.2% |
| 30D | +0.5% | 0.0% | +0.5% | +0.4% |
| 3M | +0.7% | +13.1% | -12.4% | -1.1% |
| 6M | -7.6% | +11.7% | -19.3% | -9.4% |
| YTD | +1.8% | -26.1% | +27.9% | +5.1% |
| 1Y | -0.8% | -21.3% | +20.5% | +1.1% |
| 3Y | +56.9% | -46.7% | +103.6% | +65.6% |
| All | +39.4% | -40.5% | +80.0% | +38.6% |
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