+37.7%
PPL vs IFF
-34.7%
+72.4%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.8% | +0.1% |
| 7D | +1.8% | -0.2% | +2.0% | +1.8% |
| 30D | -1.1% | -0.3% | -0.8% | -1.1% |
| 3M | 0.0% | +18.6% | -18.5% | -3.0% |
| 6M | -7.6% | +17.4% | -24.9% | -10.8% |
| YTD | +1.7% | +28.5% | -26.7% | -3.6% |
| 1Y | +1.5% | +32.5% | -31.0% | -4.5% |
| 3Y | +55.3% | +34.1% | +21.2% | +43.1% |
| 5Y | +37.7% | -35.2% | +72.9% | +42.5% |
| All | +37.7% | -34.7% | +72.4% | +42.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling