+391.0%
PPL vs IAG
+377.5%
+13.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.2% | +0.1% |
| 7D | +2.7% | -0.5% | +3.2% | +2.7% |
| 30D | +0.5% | +28.9% | -28.4% | -1.1% |
| 3M | +0.7% | +19.1% | -18.5% | -0.7% |
| 6M | -7.6% | -10.3% | +2.7% | -7.6% |
| YTD | +1.8% | +24.2% | -22.4% | -0.4% |
| 1Y | -0.8% | +116.5% | -117.2% | -6.4% |
| 3Y | +56.9% | +742.8% | -685.9% | +34.1% |
| 5Y | +39.5% | +753.3% | -713.8% | +16.6% |
| 10Y | +55.4% | +403.2% | -347.8% | +28.1% |
| All | +391.0% | +377.5% | +13.5% | +258.4% |
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