+37.7%
PPL vs ITOT
+73.9%
-36.1%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | +0.1% |
| 7D | +1.8% | +0.7% | +1.1% | +1.5% |
| 30D | -1.1% | -1.1% | 0.0% | -0.7% |
| 3M | 0.0% | +3.9% | -3.8% | -1.5% |
| 6M | -7.6% | +14.7% | -22.3% | -12.6% |
| YTD | +1.7% | +13.3% | -11.6% | -3.4% |
| 1Y | +1.5% | +19.1% | -17.6% | -5.7% |
| 3Y | +55.3% | +77.3% | -22.1% | +17.1% |
| 5Y | +37.7% | +74.1% | -36.4% | -0.3% |
| All | +37.7% | +73.9% | -36.1% | -0.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling