+39.4%
PPL vs ITW
+34.1%
+5.3%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.2% |
| 7D | +2.7% | -3.6% | +6.2% | +4.0% |
| 30D | +0.5% | -9.1% | +9.6% | +3.9% |
| 3M | +0.7% | +8.2% | -7.6% | -2.3% |
| 6M | -7.6% | -4.8% | -2.8% | -6.2% |
| YTD | +1.8% | +11.0% | -9.2% | -2.7% |
| 1Y | -0.8% | +4.2% | -5.0% | -3.0% |
| 3Y | +56.9% | +17.3% | +39.6% | +44.0% |
| All | +39.4% | +34.1% | +5.3% | +13.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling