+2,090.1%
PPL vs ITW
+9,591.0%
-7,500.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.2% |
| 7D | +2.7% | -3.6% | +6.2% | +3.7% |
| 30D | +0.5% | -9.1% | +9.6% | +3.3% |
| 3M | +0.7% | +8.2% | -7.6% | -1.8% |
| 6M | -7.6% | -4.8% | -2.8% | -6.5% |
| YTD | +1.8% | +11.0% | -9.2% | -1.7% |
| 1Y | -0.8% | +4.2% | -5.0% | -2.5% |
| 3Y | +56.9% | +17.3% | +39.6% | +47.6% |
| 5Y | +39.5% | +33.0% | +6.5% | +25.6% |
| 10Y | +55.4% | +182.3% | -126.9% | +12.8% |
| All | +2,090.1% | +9,591.0% | -7,500.9% | +738.5% |
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