+47.7%
PPL vs IBN
+75.1%
-27.4%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.2% | -0.2% |
| 7D | 0.0% | +15.8% | -15.7% | -2.6% |
| 30D | +4.3% | +25.1% | -20.8% | +0.2% |
| 3M | +2.9% | +16.0% | -13.0% | +0.2% |
| 6M | +1.1% | +32.8% | -31.7% | -4.0% |
| YTD | +4.5% | +18.0% | -13.6% | +1.0% |
| 1Y | +0.1% | +15.9% | -15.8% | -2.8% |
| 3Y | +55.7% | +57.6% | -2.0% | +39.3% |
| All | +47.7% | +75.1% | -27.4% | +27.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling