+146.5%
IEFA vs PPL
+52.7%
+93.8%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.4% | -0.5% |
| 7D | -0.5% | 0.0% | -0.5% | -0.5% |
| 30D | -1.1% | -1.3% | +0.2% | -0.7% |
| 3M | +5.1% | -2.6% | +7.7% | +5.8% |
| 6M | +9.3% | -8.4% | +17.7% | +12.3% |
| YTD | +13.0% | +0.2% | +12.8% | +12.2% |
| 1Y | +19.2% | -0.2% | +19.4% | +18.4% |
| 3Y | +67.0% | +52.9% | +14.1% | +40.2% |
| 5Y | +51.1% | +36.8% | +14.3% | +31.2% |
| 10Y | +146.5% | +57.6% | +88.9% | +96.6% |
| All | +146.5% | +52.7% | +93.8% | +96.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling