+2,146.7%
PPL vs IP
+345.0%
+1,801.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | -0.3% |
| 7D | +1.8% | +3.4% | -1.6% | +1.1% |
| 30D | +8.4% | +11.2% | -2.8% | +6.1% |
| 3M | +2.4% | -14.8% | +17.2% | +5.4% |
| 6M | -4.0% | +17.3% | -21.2% | -7.8% |
| YTD | +4.5% | -6.2% | +10.6% | +4.0% |
| 1Y | +1.7% | +2.3% | -0.6% | -0.6% |
| 3Y | +55.5% | +17.7% | +37.8% | +43.6% |
| 5Y | +47.0% | -8.4% | +55.5% | +41.6% |
| 10Y | +62.4% | +32.1% | +30.3% | +41.8% |
| All | +2,146.7% | +345.0% | +1,801.7% | +1,346.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling