+11.0%
IVV vs PPL
+1.2%
+9.8%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.3% |
| 7D | -2.7% | +0.4% | -3.1% | -2.7% |
| 30D | -5.4% | +5.4% | -10.8% | -5.3% |
| 3M | -4.1% | +4.3% | -8.3% | -4.0% |
| 6M | +0.7% | -1.3% | +2.1% | +0.8% |
| YTD | +8.7% | +4.7% | +4.1% | +8.6% |
| 1Y | +11.0% | +1.3% | +9.7% | +12.4% |
| All | +11.0% | +1.2% | +9.8% | +12.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling