+396.5%
PPL vs IAG
+299.6%
+96.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.1% | +4.7% | -0.2% |
| 7D | -2.2% | -2.1% | -0.1% | -2.1% |
| 30D | +1.7% | -6.2% | +7.9% | +1.9% |
| 3M | +0.1% | -5.1% | +5.3% | +0.2% |
| 6M | -1.5% | -10.0% | +8.4% | -1.5% |
| YTD | +3.0% | +3.9% | -1.0% | +1.5% |
| 1Y | -1.4% | +18.9% | -20.3% | -3.7% |
| 3Y | +53.5% | +651.8% | -598.3% | +31.9% |
| 5Y | +46.4% | +416.3% | -369.9% | +25.7% |
| 10Y | +64.3% | +377.4% | -313.2% | +36.0% |
| All | +396.5% | +299.6% | +96.9% | +265.5% |
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