+64.4%
PPL vs IBB
+139.6%
-75.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.8% | -3.1% | -1.1% |
| 7D | -1.2% | +2.7% | -3.9% | -2.1% |
| 30D | +4.2% | +6.3% | -2.1% | +2.2% |
| 3M | +1.5% | +11.1% | -9.5% | -2.0% |
| 6M | +1.0% | +29.2% | -28.2% | -6.8% |
| YTD | +4.4% | +30.2% | -25.8% | -4.3% |
| 1Y | +0.8% | +39.5% | -38.7% | -9.7% |
| 3Y | +56.5% | +92.3% | -35.9% | +25.0% |
| 5Y | +47.7% | +43.0% | +4.7% | +28.1% |
| 10Y | +64.4% | +137.1% | -72.7% | +20.8% |
| All | +64.4% | +139.6% | -75.2% | +20.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 IBB 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