+65.7%
PPL vs ITOT
+289.0%
-223.3%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.2% |
| 7D | -2.2% | +3.3% | -5.5% | -4.1% |
| 30D | +1.7% | -2.5% | +4.1% | +2.9% |
| 3M | +0.1% | -2.3% | +2.4% | +1.2% |
| 6M | -1.5% | +3.0% | -4.6% | -3.8% |
| YTD | +3.0% | +11.9% | -9.0% | -4.7% |
| 1Y | -1.4% | +12.0% | -13.5% | -8.9% |
| 3Y | +53.5% | +77.8% | -24.3% | +1.9% |
| 5Y | +46.4% | +65.0% | -18.6% | +1.2% |
| All | +65.7% | +289.0% | -223.3% | -35.7% |
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