-1.7%
PPL vs IRE
-97.0%
+95.3%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -23.2% | +23.3% | -0.1% |
| 7D | +1.8% | -46.8% | +48.6% | +1.5% |
| 30D | +8.4% | -75.5% | +83.9% | +7.8% |
| 3M | +2.4% | -79.4% | +81.8% | +1.8% |
| 6M | -4.0% | -91.3% | +87.3% | -4.7% |
| YTD | +4.5% | -90.8% | +95.3% | +3.9% |
| 1Y | +1.7% | -97.7% | +99.4% | +1.1% |
| All | -1.7% | -97.0% | +95.3% | -2.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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