+2,090.1%
PPL vs MTB
+8,294.1%
-6,204.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | +2.7% | +1.7% | +0.9% | +2.3% |
| 30D | +0.5% | -4.2% | +4.6% | +1.4% |
| 3M | +0.7% | +8.9% | -8.2% | -1.2% |
| 6M | -7.6% | +10.9% | -18.5% | -9.8% |
| YTD | +1.8% | +21.5% | -19.7% | -2.7% |
| 1Y | -0.8% | +21.9% | -22.7% | -5.4% |
| 3Y | +56.9% | +109.2% | -52.4% | +30.8% |
| 5Y | +39.5% | +102.0% | -62.5% | +14.8% |
| 10Y | +55.4% | +171.9% | -116.5% | +15.8% |
| All | +2,090.1% | +8,294.1% | -6,204.0% | +1,010.2% |
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