+65.0%
PPL vs IBB
+133.2%
-68.1%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.4% | -1.1% |
| 7D | -1.0% | -1.4% | +0.4% | -0.7% |
| 30D | +3.0% | +6.8% | -3.8% | +0.9% |
| 3M | +1.1% | +9.2% | -8.1% | -1.9% |
| 6M | -0.8% | +28.3% | -29.1% | -8.3% |
| YTD | +3.5% | +29.4% | -25.9% | -5.0% |
| 1Y | -0.9% | +33.2% | -34.1% | -9.9% |
| 3Y | +54.2% | +90.2% | -36.0% | +23.6% |
| 5Y | +46.3% | +44.0% | +2.3% | +26.5% |
| 10Y | +65.0% | +133.1% | -68.0% | +21.4% |
| All | +65.0% | +133.2% | -68.1% | +21.4% |
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