+54.0%
PPL vs ITW
+185.4%
-131.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.1% |
| 7D | +1.8% | -0.4% | +2.2% | +2.0% |
| 30D | -1.1% | -9.4% | +8.4% | +3.3% |
| 3M | 0.0% | +7.1% | -7.1% | -3.2% |
| 6M | -7.6% | -1.9% | -5.7% | -7.2% |
| YTD | +1.7% | +10.4% | -8.7% | -3.5% |
| 1Y | +1.5% | +3.3% | -1.8% | -1.0% |
| 3Y | +55.3% | +21.0% | +34.2% | +38.4% |
| 5Y | +37.7% | +36.3% | +1.4% | +13.5% |
| 10Y | +54.0% | +185.8% | -131.8% | -1.8% |
| All | +54.0% | +185.4% | -131.5% | -1.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 ITW 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