+702.4%
IYR vs PPL
+892.1%
-189.7%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | -0.1% | -0.3% |
| 7D | +2.0% | +0.4% | +1.5% | +1.7% |
| 30D | +8.2% | +5.4% | +2.8% | +5.3% |
| 3M | -1.7% | +4.3% | -6.0% | -3.9% |
| 6M | -0.4% | -1.3% | +0.9% | 0.0% |
| YTD | +9.9% | +4.7% | +5.2% | +6.8% |
| 1Y | +10.4% | +1.3% | +9.2% | +9.0% |
| 3Y | +38.4% | +57.2% | -18.8% | +8.9% |
| 5Y | +5.2% | +48.2% | -43.0% | -15.0% |
| 10Y | +83.8% | +62.7% | +21.1% | +38.1% |
| All | +702.4% | +892.1% | -189.7% | +349.2% |
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