+64.4%
PPL vs ITW
+212.0%
-147.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.1% | -2.3% | -1.2% |
| 7D | -1.2% | -1.1% | -0.1% | -0.8% |
| 30D | +4.2% | +8.6% | -4.3% | +0.4% |
| 3M | +1.5% | -2.7% | +4.2% | +2.5% |
| 6M | +1.0% | +14.0% | -12.9% | -5.1% |
| YTD | +4.4% | +18.6% | -14.2% | -4.3% |
| 1Y | +0.8% | +19.8% | -19.0% | -8.2% |
| 3Y | +56.5% | +34.8% | +21.7% | +32.4% |
| 5Y | +47.7% | +37.5% | +10.2% | +21.4% |
| 10Y | +64.4% | +199.9% | -135.5% | +3.8% |
| All | +64.4% | +212.0% | -147.5% | +3.8% |
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