+2,090.1%
PPL vs IFF
+856.0%
+1,234.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | +2.7% | -1.8% | +4.5% | +3.1% |
| 30D | +0.5% | -2.0% | +2.4% | +0.9% |
| 3M | +0.7% | +18.5% | -17.9% | -4.1% |
| 6M | -7.6% | +11.7% | -19.3% | -11.4% |
| YTD | +1.8% | +29.6% | -27.8% | -6.3% |
| 1Y | -0.8% | +35.0% | -35.7% | -9.9% |
| 3Y | +56.9% | +32.3% | +24.6% | +40.5% |
| 5Y | +39.5% | -34.6% | +74.1% | +47.0% |
| 10Y | +55.4% | -20.6% | +76.0% | +49.8% |
| All | +2,090.1% | +856.0% | +1,234.0% | +1,092.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling