+1,428.5%
IBKR vs PPG
+330.1%
+1,098.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.4% | +1.8% | +2.0% |
| 7D | -1.3% | -6.2% | +4.9% | +2.1% |
| 30D | -0.2% | -7.9% | +7.7% | +4.3% |
| 3M | +3.0% | -10.2% | +13.2% | +8.4% |
| 6M | +33.9% | +2.7% | +31.2% | +30.4% |
| YTD | +42.5% | +4.9% | +37.6% | +36.7% |
| 1Y | +44.9% | -3.2% | +48.1% | +44.3% |
| 3Y | +293.0% | -17.0% | +310.0% | +314.4% |
| 5Y | +497.7% | -23.3% | +521.0% | +537.2% |
| 10Y | +1,004.4% | +26.4% | +978.0% | +722.0% |
| All | +1,428.5% | +330.1% | +1,098.5% | +331.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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