+19.2%
IWM vs PPL
+47.7%
-28.5%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.8% | -5.4% | -4.9% |
| 7D | -4.6% | +1.0% | -5.6% | -5.0% |
| 30D | -3.7% | +6.8% | -10.5% | -6.3% |
| 3M | -9.4% | +3.9% | -13.2% | -10.9% |
| 6M | -3.6% | -2.0% | -1.6% | -3.1% |
| YTD | +10.8% | +5.3% | +5.6% | +7.4% |
| 1Y | +11.9% | +2.2% | +9.7% | +9.8% |
| 3Y | +60.6% | +56.7% | +3.8% | +23.6% |
| 5Y | +19.2% | +49.1% | -29.9% | -7.4% |
| All | +19.2% | +47.7% | -28.5% | -7.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling