+57.6%
PPL vs ITOT
+293.9%
-236.3%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -1.2% |
| 7D | 0.0% | -0.4% | +0.4% | +0.3% |
| 30D | -1.3% | -1.6% | +0.3% | -0.3% |
| 3M | -2.6% | +3.5% | -6.1% | -4.8% |
| 6M | -8.4% | +13.1% | -21.5% | -15.4% |
| YTD | +0.2% | +12.7% | -12.5% | -7.4% |
| 1Y | -0.2% | +18.3% | -18.5% | -10.7% |
| 3Y | +52.9% | +76.4% | -23.5% | +2.5% |
| 5Y | +36.8% | +73.8% | -36.9% | -8.8% |
| 10Y | +57.6% | +301.2% | -243.6% | -40.0% |
| All | +57.6% | +293.9% | -236.3% | -40.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 10y: compounded portfolio wealth divided by compounded ITOT 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…
10y analysis · Full analysis span regression · 6 months rolling