+884.8%
PPL vs INSM
-27.4%
+912.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.8% | -0.3% |
| 7D | -1.2% | +6.2% | -7.4% | -1.4% |
| 30D | +4.2% | +15.4% | -11.2% | +3.7% |
| 3M | +1.5% | -11.4% | +13.0% | +1.8% |
| 6M | +1.0% | +14.6% | -13.5% | +0.3% |
| YTD | +4.4% | -33.3% | +37.7% | +5.1% |
| 1Y | +0.8% | -38.8% | +39.6% | +1.7% |
| 3Y | +56.5% | +395.7% | -339.3% | +45.6% |
| 5Y | +47.7% | +258.9% | -211.2% | +37.8% |
| 10Y | +64.4% | +754.3% | -689.9% | +44.9% |
| All | +884.8% | -27.4% | +912.2% | +662.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling