+87.7%
IYR vs PPL
+65.2%
+22.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.7% | +0.4% |
| 7D | -1.2% | -1.0% | -0.2% | -0.7% |
| 30D | +6.1% | +3.0% | +3.1% | +4.2% |
| 3M | +0.9% | +1.1% | -0.2% | +0.1% |
| 6M | +1.2% | -0.8% | +1.9% | +1.3% |
| YTD | +11.1% | +3.5% | +7.7% | +8.1% |
| 1Y | +9.0% | -0.9% | +9.9% | +8.6% |
| 3Y | +41.4% | +54.2% | -12.8% | +7.0% |
| 5Y | +6.7% | +46.3% | -39.6% | -17.1% |
| 10Y | +87.7% | +65.0% | +22.6% | +31.6% |
| All | +87.7% | +65.2% | +22.4% | +31.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling