+1,260.6%
IBKR vs PPL
+99.1%
+1,161.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.2% |
| 7D | +11.8% | -2.2% | +14.0% | +12.8% |
| 30D | -7.0% | +1.7% | -8.7% | -7.9% |
| 3M | -11.2% | +0.1% | -11.3% | -11.5% |
| 6M | -3.7% | -1.5% | -2.1% | -3.9% |
| YTD | +26.8% | +3.0% | +23.9% | +23.6% |
| 1Y | +12.3% | -1.4% | +13.8% | +11.4% |
| 3Y | +301.2% | +53.5% | +247.7% | +223.0% |
| 5Y | +355.1% | +46.4% | +308.7% | +268.0% |
| 10Y | +841.5% | +64.3% | +777.2% | +575.0% |
| All | +1,260.6% | +99.1% | +1,161.4% | +701.4% |
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 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