+1,360.1%
PPL vs IVZ
+1,117.8%
+242.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.2% |
| 7D | +2.7% | +0.6% | +2.0% | +2.5% |
| 30D | +0.5% | +4.0% | -3.5% | -0.2% |
| 3M | +0.7% | +18.2% | -17.5% | -2.4% |
| 6M | -7.6% | +32.8% | -40.4% | -12.4% |
| YTD | +1.8% | +28.7% | -26.9% | -3.2% |
| 1Y | -0.8% | +55.4% | -56.1% | -8.8% |
| 3Y | +56.9% | +135.2% | -78.3% | +31.6% |
| 5Y | +39.5% | +64.2% | -24.7% | +22.1% |
| 10Y | +55.4% | +64.6% | -9.2% | +27.0% |
| All | +1,360.1% | +1,117.8% | +242.3% | +802.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling