+39.4%
PPL vs IBN
+61.6%
-22.1%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.1% |
| 7D | +2.7% | +1.4% | +1.3% | +2.4% |
| 30D | +0.5% | -0.3% | +0.8% | +0.5% |
| 3M | +0.7% | +17.1% | -16.4% | -2.0% |
| 6M | -7.6% | +3.4% | -11.0% | -8.3% |
| YTD | +1.8% | +2.5% | -0.7% | +1.1% |
| 1Y | -0.8% | -4.2% | +3.4% | -0.4% |
| 3Y | +56.9% | +32.4% | +24.5% | +46.3% |
| All | +39.4% | +61.6% | -22.1% | +24.2% |
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