+56.8%
PPL vs INSM
+366.4%
-309.5%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | 0.0% |
| 7D | +2.7% | +6.5% | -3.9% | +2.6% |
| 30D | +0.5% | +27.5% | -27.1% | +0.2% |
| 3M | +0.7% | +20.4% | -19.7% | +0.4% |
| 6M | -7.6% | -15.7% | +8.1% | -7.5% |
| YTD | +1.8% | -27.4% | +29.3% | +2.0% |
| 1Y | -0.8% | -11.4% | +10.6% | -0.8% |
| All | +56.8% | +366.4% | -309.5% | +53.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling