+55.7%
PPL vs IBN
+57.6%
-1.9%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.2% | -0.1% |
| 7D | 0.0% | +15.8% | -15.7% | -1.5% |
| 30D | +4.3% | +25.1% | -20.8% | +1.9% |
| 3M | +2.9% | +16.0% | -13.0% | +1.3% |
| 6M | +1.1% | +32.8% | -31.7% | -1.9% |
| YTD | +4.5% | +18.0% | -13.6% | +2.3% |
| 1Y | +0.1% | +15.9% | -15.8% | -1.7% |
| 3Y | +55.7% | +57.6% | -2.0% | +48.3% |
| All | +55.7% | +57.6% | -1.9% | +48.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling