+22.5%
IBKR vs PPL
+0.2%
+22.3%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.3% | -0.7% | +1.1% |
| 7D | +7.9% | -0.4% | +8.2% | +7.7% |
| 30D | -2.8% | +2.6% | -5.4% | -1.8% |
| 3M | -10.5% | +0.8% | -11.3% | -10.0% |
| 6M | -3.7% | +1.4% | -5.1% | -3.0% |
| YTD | +27.6% | +4.3% | +23.3% | +30.0% |
| 1Y | +22.5% | +0.8% | +21.8% | +23.7% |
| All | +22.5% | +0.2% | +22.3% | +23.7% |
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