+2,145.4%
PPL vs ITW
+10,253.6%
-8,108.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.1% | -2.3% | -0.9% |
| 7D | -1.2% | -1.1% | -0.1% | -0.9% |
| 30D | +4.2% | +8.6% | -4.3% | +1.7% |
| 3M | +1.5% | -2.7% | +4.2% | +2.2% |
| 6M | +1.0% | +14.0% | -12.9% | -3.0% |
| YTD | +4.4% | +18.6% | -14.2% | -1.3% |
| 1Y | +0.8% | +19.8% | -19.0% | -5.1% |
| 3Y | +56.5% | +34.8% | +21.7% | +41.2% |
| 5Y | +47.7% | +37.5% | +10.2% | +31.5% |
| 10Y | +64.4% | +199.9% | -135.5% | +17.1% |
| All | +2,145.4% | +10,253.6% | -8,108.2% | +742.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling