+1,185.3%
PPL vs IT
+6,493.7%
-5,308.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.4% | +5.2% | +1.3% |
| 7D | +1.0% | -12.0% | +13.0% | +2.4% |
| 30D | +6.8% | +7.1% | -0.3% | +5.7% |
| 3M | +3.9% | +6.3% | -2.4% | +2.6% |
| 6M | -2.0% | +32.5% | -34.5% | -6.5% |
| YTD | +5.3% | -21.5% | +26.8% | +6.2% |
| 1Y | +2.2% | -16.5% | +18.7% | +2.3% |
| 3Y | +56.7% | -48.8% | +105.5% | +64.3% |
| 5Y | +49.1% | -40.2% | +89.3% | +51.9% |
| 10Y | +63.6% | +112.1% | -48.4% | +41.9% |
| All | +1,185.3% | +6,493.7% | -5,308.4% | +747.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling