+39.5%
PPL vs IOT
+61.4%
-22.0%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.7% | -3.7% | -0.1% |
| 7D | +2.7% | -2.3% | +5.0% | +2.7% |
| 30D | +0.5% | +3.8% | -3.3% | +0.3% |
| 3M | +0.7% | +14.2% | -13.5% | +0.2% |
| 6M | -7.6% | +40.1% | -47.7% | -8.8% |
| YTD | +1.8% | +13.4% | -11.6% | +1.1% |
| 1Y | -0.8% | +12.2% | -12.9% | -1.7% |
| 3Y | +56.9% | +30.0% | +26.9% | +52.1% |
| All | +39.5% | +61.4% | -22.0% | +28.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling