+67.9%
PPL vs IAG
+389.3%
-321.4%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.3% | +1.2% |
| 7D | -0.4% | -7.7% | +7.3% | +0.1% |
| 30D | +2.6% | +1.6% | +1.1% | +2.4% |
| 3M | +0.8% | -2.4% | +3.2% | +0.7% |
| 6M | +1.4% | -7.8% | +9.2% | +1.3% |
| YTD | +4.3% | +5.0% | -0.7% | +2.8% |
| 1Y | +0.8% | +25.7% | -24.9% | -1.9% |
| 3Y | +57.9% | +694.5% | -636.6% | +34.6% |
| 5Y | +48.3% | +421.7% | -373.4% | +25.5% |
| All | +67.9% | +389.3% | -321.4% | +37.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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