+407.6%
PPL vs IAG
+308.0%
+99.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.8% |
| 7D | +1.0% | +4.5% | -3.5% | +0.7% |
| 30D | +6.8% | -5.7% | +12.5% | +7.1% |
| 3M | +3.9% | +10.1% | -6.3% | +3.0% |
| 6M | -2.0% | +7.3% | -9.3% | -3.0% |
| YTD | +5.3% | +6.1% | -0.9% | +3.7% |
| 1Y | +2.2% | +46.8% | -44.6% | -1.4% |
| 3Y | +56.7% | +573.1% | -516.3% | +35.6% |
| 5Y | +49.1% | +477.6% | -428.5% | +27.3% |
| 10Y | +63.6% | +315.7% | -252.0% | +36.5% |
| All | +407.6% | +308.0% | +99.6% | +273.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling