+42.9%
PPL vs IOT
+66.1%
-23.2%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.3% |
| 7D | -0.4% | +0.9% | -1.3% | -0.4% |
| 30D | +2.6% | +1.4% | +1.3% | +2.6% |
| 3M | +0.8% | +0.5% | +0.3% | +0.7% |
| 6M | +1.4% | +50.3% | -48.9% | 0.0% |
| YTD | +4.3% | +16.7% | -12.4% | +3.4% |
| 1Y | +0.8% | +6.8% | -6.1% | +0.1% |
| 3Y | +57.9% | +75.5% | -17.6% | +51.3% |
| All | +42.9% | +66.1% | -23.2% | +30.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IOT.
Daily Out/Under-Performance
Portfolio return minus IOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOT 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 IOT 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