+1,163.1%
PPL vs IT
+6,324.9%
-5,161.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.2% | -3.1% | -1.2% |
| 7D | -1.0% | -6.8% | +5.9% | -0.2% |
| 30D | +3.0% | -0.6% | +3.6% | +2.9% |
| 3M | +1.1% | +3.1% | -1.9% | +0.2% |
| 6M | -0.8% | +25.5% | -26.3% | -4.7% |
| YTD | +3.5% | -23.5% | +27.0% | +4.7% |
| 1Y | -0.9% | -16.6% | +15.7% | -0.8% |
| 3Y | +54.2% | -53.1% | +107.3% | +63.4% |
| 5Y | +46.3% | -41.4% | +87.7% | +49.5% |
| 10Y | +65.0% | +90.9% | -25.9% | +44.7% |
| All | +1,163.1% | +6,324.9% | -5,161.8% | +735.6% |
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 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