+2,151.7%
PPL vs ITW
+10,044.9%
-7,893.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | -0.1% |
| 7D | +0.4% | +0.9% | -0.4% | +0.1% |
| 30D | +5.4% | +7.6% | -2.1% | +3.2% |
| 3M | +4.3% | -4.0% | +8.3% | +5.4% |
| 6M | -1.3% | +9.2% | -10.5% | -4.1% |
| YTD | +4.7% | +16.2% | -11.5% | -0.4% |
| 1Y | +1.3% | +17.9% | -16.7% | -4.2% |
| 3Y | +57.2% | +30.6% | +26.6% | +43.2% |
| 5Y | +48.2% | +35.2% | +13.1% | +32.7% |
| 10Y | +62.7% | +212.2% | -149.5% | +14.9% |
| All | +2,151.7% | +10,044.9% | -7,893.2% | +749.5% |
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