-1.4%
PPL vs ITW
+19.7%
-21.2%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.3% |
| 7D | -2.2% | +0.5% | -2.7% | -2.3% |
| 30D | +1.7% | +7.7% | -6.0% | +0.1% |
| 3M | +0.1% | -1.3% | +1.5% | +0.4% |
| 6M | -1.5% | +15.5% | -17.0% | -4.3% |
| YTD | +3.0% | +18.6% | -15.7% | -0.6% |
| 1Y | -1.4% | +19.8% | -21.3% | -5.0% |
| All | -1.4% | +19.7% | -21.2% | -5.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling