+47.1%
PPL vs IVZ
+36.0%
+11.1%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.4% | -1.0% | +1.0% |
| 7D | -0.4% | +7.6% | -8.0% | -1.4% |
| 30D | +2.6% | +4.3% | -1.7% | +1.9% |
| 3M | +0.8% | -9.3% | +10.2% | +2.0% |
| 6M | +1.4% | +5.2% | -3.8% | +0.1% |
| YTD | +4.3% | +13.4% | -9.1% | +1.3% |
| 1Y | +0.8% | +25.4% | -24.6% | -4.0% |
| 3Y | +57.9% | +152.5% | -94.6% | +26.3% |
| All | +47.1% | +36.0% | +11.1% | +30.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 IVZ 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