+57.6%
PPL vs IFF
-21.7%
+79.3%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.5% | 0.0% | -1.1% |
| 7D | 0.0% | -3.0% | +3.1% | +0.8% |
| 30D | -1.3% | -0.9% | -0.3% | -1.1% |
| 3M | -2.6% | +11.8% | -14.4% | -5.8% |
| 6M | -8.4% | +16.5% | -24.9% | -13.2% |
| YTD | +0.2% | +26.5% | -26.3% | -7.5% |
| 1Y | -0.2% | +32.7% | -32.9% | -9.4% |
| 3Y | +52.9% | +32.0% | +20.9% | +35.5% |
| 5Y | +36.8% | -36.1% | +72.9% | +48.6% |
| 10Y | +57.6% | -20.1% | +77.6% | +45.3% |
| All | +57.6% | -21.7% | +79.3% | +45.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 10y: compounded portfolio wealth divided by compounded IFF 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…
10y analysis · Full analysis span regression · 6 months rolling