+398.0%
PPL vs IBB
+560.8%
-162.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.3% |
| 7D | +2.7% | +1.4% | +1.2% | +2.2% |
| 30D | +0.5% | +10.5% | -10.0% | -2.6% |
| 3M | +0.7% | +23.6% | -23.0% | -5.8% |
| 6M | -7.6% | +22.6% | -30.2% | -13.5% |
| YTD | +1.8% | +25.7% | -23.9% | -5.5% |
| 1Y | -0.8% | +51.4% | -52.1% | -13.2% |
| 3Y | +56.9% | +64.4% | -7.5% | +32.5% |
| 5Y | +39.5% | +22.1% | +17.4% | +27.5% |
| 10Y | +55.4% | +132.5% | -77.1% | +12.9% |
| All | +398.0% | +560.8% | -162.8% | +95.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling