+46.3%
PPL vs IAG
+461.2%
-414.9%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.4% | +1.5% | -0.8% |
| 7D | -1.0% | +3.4% | -4.4% | -1.2% |
| 30D | +3.0% | -2.7% | +5.7% | +3.0% |
| 3M | +1.1% | -0.5% | +1.6% | +0.8% |
| 6M | -0.8% | -4.8% | +4.1% | -1.1% |
| YTD | +3.5% | +9.6% | -6.1% | +1.2% |
| 1Y | -0.9% | +32.2% | -33.1% | -4.8% |
| 3Y | +54.2% | +692.5% | -638.3% | +22.7% |
| 5Y | +46.3% | +447.6% | -401.3% | +12.6% |
| All | +46.3% | +461.2% | -414.9% | +12.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling