+2,151.7%
PPL vs MTB
+7,521.0%
-5,369.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.4% | -0.4% |
| 7D | +0.4% | -1.3% | +1.8% | +0.7% |
| 30D | +5.4% | +0.5% | +4.9% | +5.3% |
| 3M | +4.3% | -12.4% | +16.7% | +7.2% |
| 6M | -1.3% | +1.5% | -2.8% | -1.8% |
| YTD | +4.7% | +10.3% | -5.6% | +2.1% |
| 1Y | +1.3% | +22.2% | -20.9% | -3.5% |
| 3Y | +57.2% | +96.9% | -39.7% | +32.9% |
| 5Y | +48.2% | +64.3% | -16.1% | +27.8% |
| 10Y | +62.7% | +137.8% | -75.1% | +24.6% |
| All | +2,151.7% | +7,521.0% | -5,369.3% | +1,064.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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