+69.5%
IEFA vs PPL
+58.0%
+11.5%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | +0.6% | +2.7% | -2.1% | +0.1% |
| 30D | +1.0% | +0.5% | +0.6% | +0.9% |
| 3M | +4.7% | +0.7% | +4.1% | +4.4% |
| 6M | +8.6% | -7.6% | +16.2% | +10.2% |
| YTD | +14.8% | +1.8% | +13.0% | +13.9% |
| 1Y | +22.6% | -0.8% | +23.4% | +22.3% |
| All | +69.5% | +58.0% | +11.5% | +50.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling