+39.4%
PPL vs IP
-17.2%
+56.6%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.2% | -2.2% | -0.3% |
| 7D | +2.7% | -5.3% | +7.9% | +3.5% |
| 30D | +0.5% | -10.9% | +11.3% | +2.1% |
| 3M | +0.7% | +11.2% | -10.5% | -1.3% |
| 6M | -7.6% | -10.2% | +2.6% | -6.7% |
| YTD | +1.8% | -2.0% | +3.8% | +1.0% |
| 1Y | -0.8% | -19.1% | +18.3% | +1.5% |
| 3Y | +56.9% | +20.9% | +36.0% | +39.9% |
| All | +39.4% | -17.2% | +56.6% | +32.7% |
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