+1,401.1%
PPL vs IVZ
+897.2%
+503.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | +0.4% | -2.4% | +2.9% | +0.7% |
| 30D | +5.4% | -11.2% | +16.7% | +7.3% |
| 3M | +4.3% | -14.0% | +18.2% | +6.6% |
| 6M | -1.3% | +0.5% | -1.8% | -2.0% |
| YTD | +4.7% | +5.4% | -0.7% | +2.6% |
| 1Y | +1.3% | +19.5% | -18.2% | -3.0% |
| 3Y | +57.2% | +128.7% | -71.5% | +32.1% |
| 5Y | +48.2% | +28.8% | +19.5% | +35.0% |
| 10Y | +62.7% | +52.3% | +10.4% | +34.9% |
| All | +1,401.1% | +897.2% | +503.9% | +856.2% |
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