+66.8%
PPL vs IRM
+481.3%
-414.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.1% | +0.1% |
| 7D | 0.0% | -5.1% | +5.1% | +1.3% |
| 30D | +4.3% | -3.3% | +7.5% | +4.9% |
| 3M | +2.9% | -8.2% | +11.1% | +5.0% |
| 6M | +1.1% | -12.8% | +13.9% | +4.5% |
| YTD | +4.5% | +36.6% | -32.2% | -8.3% |
| 1Y | +0.1% | +11.9% | -11.8% | -6.1% |
| 3Y | +55.7% | +105.1% | -49.4% | +11.5% |
| 5Y | +47.6% | +182.4% | -134.8% | -9.4% |
| 10Y | +66.8% | +505.1% | -438.3% | -28.8% |
| All | +66.8% | +481.3% | -414.5% | -28.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 10y: compounded portfolio wealth divided by compounded IRM 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…
10y analysis · Full analysis span regression · 6 months rolling