+735.8%
IVV vs PPL
+903.7%
-167.8%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.8% | -5.2% | -4.7% |
| 7D | -4.8% | +1.0% | -5.8% | -5.2% |
| 30D | -5.9% | +6.8% | -12.7% | -8.3% |
| 3M | -4.5% | +3.9% | -8.4% | -6.1% |
| 6M | +1.8% | -2.0% | +3.9% | +2.1% |
| YTD | +8.4% | +5.3% | +3.1% | +5.4% |
| 1Y | +9.4% | +2.2% | +7.2% | +7.5% |
| 3Y | +75.3% | +56.7% | +18.5% | +44.1% |
| 5Y | +67.8% | +49.1% | +18.7% | +39.8% |
| 10Y | +314.2% | +63.6% | +250.5% | +220.6% |
| All | +735.8% | +903.7% | -167.8% | +336.9% |
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