+56.8%
PPL vs IFF
+31.4%
+25.5%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | +2.7% | -1.8% | +4.5% | +2.9% |
| 30D | +0.5% | -2.0% | +2.4% | +0.7% |
| 3M | +0.7% | +18.5% | -17.9% | -1.6% |
| 6M | -7.6% | +11.7% | -19.3% | -9.1% |
| YTD | +1.8% | +29.6% | -27.8% | -2.4% |
| 1Y | -0.8% | +35.0% | -35.7% | -5.7% |
| All | +56.8% | +31.4% | +25.5% | +42.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling