+54.0%
PPL vs INSM
+801.7%
-747.7%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | 0.0% |
| 7D | +1.8% | +2.8% | -1.0% | +1.7% |
| 30D | -1.1% | -4.7% | +3.7% | -0.9% |
| 3M | 0.0% | +32.6% | -32.6% | -1.2% |
| 6M | -7.6% | -10.9% | +3.3% | -7.6% |
| YTD | +1.7% | -28.2% | +30.0% | +2.4% |
| 1Y | +1.5% | -14.9% | +16.4% | +1.4% |
| 3Y | +55.3% | +375.6% | -320.3% | +42.8% |
| 5Y | +37.7% | +349.1% | -311.4% | +25.3% |
| 10Y | +54.0% | +796.6% | -742.6% | +37.4% |
| All | +54.0% | +801.7% | -747.7% | +37.4% |
Cumulative growth
Daily Returns
Daily percentage return beside INSM.
Daily Out/Under-Performance
Portfolio return minus INSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INSM 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 INSM 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