+10.6%
IBKR vs PPL
+1.0%
+9.7%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.6% |
| 7D | -6.8% | +1.8% | -8.6% | -6.2% |
| 30D | -12.5% | +8.4% | -21.0% | -10.3% |
| 3M | -12.0% | +2.4% | -14.4% | -11.3% |
| 6M | -4.5% | -4.0% | -0.6% | -4.4% |
| YTD | +21.5% | +4.5% | +17.0% | +22.7% |
| 1Y | +10.6% | +1.7% | +8.9% | +13.4% |
| All | +10.6% | +1.0% | +9.7% | +13.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 1y: compounded portfolio wealth divided by compounded PPL 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…
1y analysis · Full analysis span regression · 6 months rolling