+217.5%
IEFA vs PPL
+134.6%
+82.9%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | +0.6% | +2.7% | -2.1% | -0.3% |
| 30D | +1.0% | +0.5% | +0.6% | +0.8% |
| 3M | +4.7% | +0.7% | +4.1% | +4.2% |
| 6M | +8.6% | -7.6% | +16.2% | +11.2% |
| YTD | +14.8% | +1.8% | +13.0% | +13.4% |
| 1Y | +22.6% | -0.8% | +23.4% | +22.0% |
| 3Y | +67.0% | +56.9% | +10.1% | +38.7% |
| 5Y | +52.3% | +39.5% | +12.8% | +31.1% |
| 10Y | +147.3% | +55.4% | +92.0% | +96.7% |
| All | +217.5% | +134.6% | +82.9% | +116.0% |
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