+1,056.2%
PPL vs IBN
+1,726.4%
-670.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.2% | -4.7% | -1.2% |
| 7D | +0.4% | +15.1% | -14.7% | -1.6% |
| 30D | +5.4% | +21.6% | -16.2% | +2.5% |
| 3M | +4.3% | +11.2% | -6.9% | +2.6% |
| 6M | -1.3% | +27.8% | -29.1% | -4.9% |
| YTD | +4.7% | +14.7% | -10.0% | +2.3% |
| 1Y | +1.3% | +14.4% | -13.2% | -1.0% |
| 3Y | +57.2% | +52.1% | +5.1% | +46.6% |
| 5Y | +48.2% | +70.7% | -22.5% | +35.2% |
| 10Y | +62.7% | +385.5% | -322.8% | +24.7% |
| All | +1,056.2% | +1,726.4% | -670.2% | +565.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling