-1.3%
PPL vs IBN
+27.5%
-28.8%
-12.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.2% | -4.7% | -1.3% |
| 7D | +0.4% | +15.1% | -14.7% | -2.2% |
| 30D | +5.4% | +21.6% | -16.2% | +1.9% |
| 3M | +4.3% | +11.2% | -6.9% | +2.1% |
| 6M | -1.3% | +27.8% | -29.1% | -7.0% |
| All | -1.3% | +27.5% | -28.8% | -7.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling