+47.0%
PPL vs IP
-10.3%
+57.4%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | -0.2% |
| 7D | +1.8% | +3.4% | -1.6% | +1.3% |
| 30D | +8.4% | +11.2% | -2.8% | +6.6% |
| 3M | +2.4% | -14.8% | +17.2% | +4.7% |
| 6M | -4.0% | +17.3% | -21.2% | -6.9% |
| YTD | +4.5% | -6.2% | +10.6% | +4.2% |
| 1Y | +1.7% | +2.3% | -0.6% | -0.1% |
| 3Y | +55.5% | +17.7% | +37.8% | +38.4% |
| 5Y | +47.0% | -8.4% | +55.5% | +40.1% |
| All | +47.0% | -10.3% | +57.4% | +40.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 IP 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