+47.1%
PPL vs INSM
+278.6%
-231.5%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.6% | -1.3% | +1.3% |
| 7D | -0.4% | +5.9% | -6.3% | -0.5% |
| 30D | +2.6% | +23.9% | -21.3% | +2.2% |
| 3M | +0.8% | -4.1% | +4.9% | +0.8% |
| 6M | +1.4% | +2.7% | -1.3% | +1.2% |
| YTD | +4.3% | -30.4% | +34.7% | +4.8% |
| 1Y | +0.8% | -36.6% | +37.3% | +1.4% |
| 3Y | +57.9% | +406.9% | -349.0% | +50.7% |
| All | +47.1% | +278.6% | -231.5% | +37.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling