+503.6%
IBKR vs PPL
+35.6%
+468.0%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.4% | +2.6% | +2.2% |
| 7D | -1.3% | -2.1% | +0.8% | -1.0% |
| 30D | -0.2% | -3.1% | +2.9% | +0.2% |
| 3M | +3.0% | -3.1% | +6.0% | +3.2% |
| 6M | +33.9% | -8.0% | +41.8% | +35.4% |
| YTD | +42.5% | -0.3% | +42.8% | +41.5% |
| 1Y | +44.9% | -2.2% | +47.1% | +44.3% |
| 3Y | +293.0% | +50.4% | +242.6% | +247.5% |
| All | +503.6% | +35.6% | +468.0% | +454.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling