+64.4%
PPL vs IBN
+368.7%
-304.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -1.9% | -0.6% |
| 7D | -1.2% | +14.6% | -15.8% | -4.2% |
| 30D | +4.2% | +23.5% | -19.3% | -0.5% |
| 3M | +1.5% | +14.0% | -12.5% | -1.5% |
| 6M | +1.0% | +31.1% | -30.1% | -5.0% |
| YTD | +4.4% | +16.6% | -12.2% | +0.4% |
| 1Y | +0.8% | +14.9% | -14.2% | -2.8% |
| 3Y | +56.5% | +56.9% | -0.4% | +38.9% |
| 5Y | +47.7% | +69.7% | -22.0% | +27.4% |
| 10Y | +64.4% | +365.4% | -301.0% | +16.5% |
| All | +64.4% | +368.7% | -304.2% | +16.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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