+349.6%
PPL vs ITOT
+851.4%
-501.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -0.9% | -0.8% |
| 7D | +0.4% | -2.7% | +3.1% | +2.0% |
| 30D | +5.4% | -5.2% | +10.6% | +8.9% |
| 3M | +4.3% | -4.4% | +8.6% | +7.0% |
| 6M | -1.3% | +0.4% | -1.7% | -2.2% |
| YTD | +4.7% | +8.8% | -4.1% | -1.9% |
| 1Y | +1.3% | +11.0% | -9.8% | -6.5% |
| 3Y | +57.2% | +74.4% | -17.2% | +4.3% |
| 5Y | +48.2% | +60.0% | -11.8% | +2.8% |
| 10Y | +62.7% | +296.0% | -233.3% | -41.4% |
| All | +349.6% | +851.4% | -501.9% | -17.3% |
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 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