+337.3%
PPL vs ITOT
+896.7%
-559.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.2% |
| 7D | +2.7% | +0.1% | +2.6% | +2.6% |
| 30D | +0.5% | 0.0% | +0.4% | +0.4% |
| 3M | +0.7% | +2.0% | -1.3% | -0.9% |
| 6M | -7.6% | +13.0% | -20.6% | -15.2% |
| YTD | +1.8% | +14.0% | -12.1% | -7.2% |
| 1Y | -0.8% | +19.9% | -20.7% | -12.7% |
| 3Y | +56.9% | +75.8% | -18.9% | +4.0% |
| 5Y | +39.5% | +73.8% | -34.3% | -8.4% |
| 10Y | +55.4% | +295.9% | -240.5% | -43.7% |
| All | +337.3% | +896.7% | -559.5% | -21.8% |
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