+197.8%
IEFA vs PPL
+141.2%
+56.6%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.6% |
| 7D | -1.6% | +0.4% | -2.0% | -1.7% |
| 30D | -1.5% | +5.4% | -6.9% | -3.3% |
| 3M | -5.2% | +4.3% | -9.5% | -6.7% |
| 6M | -1.6% | -1.3% | -0.3% | -1.5% |
| YTD | +7.7% | +4.7% | +3.0% | +5.2% |
| 1Y | +12.2% | +1.3% | +11.0% | +10.9% |
| 3Y | +62.1% | +57.2% | +4.8% | +34.6% |
| 5Y | +43.7% | +48.2% | -4.5% | +21.0% |
| 10Y | +142.7% | +62.7% | +80.0% | +89.7% |
| All | +197.8% | +141.2% | +56.6% | +100.4% |
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