+74.8%
IVV vs PPL
+56.9%
+17.9%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.8% | -5.2% | -4.5% |
| 7D | -4.8% | +1.0% | -5.8% | -4.9% |
| 30D | -5.9% | +6.8% | -12.7% | -6.6% |
| 3M | -4.5% | +3.9% | -8.4% | -4.9% |
| 6M | +1.8% | -2.0% | +3.9% | +2.1% |
| YTD | +8.4% | +5.3% | +3.1% | +7.3% |
| 1Y | +9.4% | +2.2% | +7.2% | +8.9% |
| All | +74.8% | +56.9% | +17.9% | +62.5% |
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