+1,449.5%
IBKR vs PPL
+96.9%
+1,352.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -3.3% | +2.7% | -5.9% | -4.3% |
| 30D | +4.5% | +0.5% | +4.0% | +4.2% |
| 3M | +6.5% | +0.7% | +5.8% | +5.6% |
| 6M | +34.2% | -7.6% | +41.8% | +37.5% |
| YTD | +44.5% | +1.8% | +42.6% | +41.8% |
| 1Y | +44.7% | -0.8% | +45.5% | +43.2% |
| 3Y | +306.7% | +56.9% | +249.9% | +224.4% |
| 5Y | +489.9% | +39.5% | +450.3% | +388.7% |
| 10Y | +1,019.5% | +55.4% | +964.1% | +724.1% |
| All | +1,449.5% | +96.9% | +1,352.5% | +819.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling