+348.3%
PPL vs ITOT
+874.9%
-526.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.5% | -2.7% | -1.9% |
| 7D | -1.2% | +0.2% | -1.4% | -1.5% |
| 30D | +4.2% | -3.0% | +7.3% | +6.0% |
| 3M | +1.5% | -2.7% | +4.2% | +3.0% |
| 6M | +1.0% | +2.6% | -1.6% | -1.2% |
| YTD | +4.4% | +11.5% | -7.1% | -3.8% |
| 1Y | +0.8% | +13.5% | -12.7% | -8.3% |
| 3Y | +56.5% | +79.7% | -23.2% | +1.8% |
| 5Y | +47.7% | +64.2% | -16.5% | +0.7% |
| 10Y | +64.4% | +290.2% | -225.8% | -40.1% |
| All | +348.3% | +874.9% | -526.6% | -18.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling