+733.6%
IWM vs PPL
+895.7%
-162.0%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -6.4% |
| 3M | -9.4% | +3.9% | -13.2% | -11.0% |
| 6M | -3.6% | -2.0% | -1.6% | -3.3% |
| YTD | +10.8% | +5.3% | +5.6% | +7.5% |
| 1Y | +11.9% | +2.2% | +9.7% | +9.8% |
| 3Y | +60.6% | +56.7% | +3.8% | +29.5% |
| 5Y | +19.2% | +49.1% | -29.9% | -2.3% |
| 10Y | +165.3% | +63.6% | +101.7% | +101.9% |
| All | +733.6% | +895.7% | -162.0% | +311.9% |
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