+1,383.5%
PPL vs IVZ
+954.3%
+429.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.1% | -0.8% |
| 7D | -1.0% | -2.8% | +1.8% | -0.6% |
| 30D | +3.0% | -2.2% | +5.2% | +3.2% |
| 3M | +1.1% | -8.1% | +9.2% | +2.2% |
| 6M | -0.8% | +3.8% | -4.5% | -2.0% |
| YTD | +3.5% | +11.5% | -8.0% | +0.4% |
| 1Y | -0.9% | +23.7% | -24.6% | -5.6% |
| 3Y | +54.2% | +145.8% | -91.6% | +28.0% |
| 5Y | +46.3% | +36.1% | +10.2% | +32.0% |
| 10Y | +65.0% | +42.4% | +22.6% | +38.0% |
| All | +1,383.5% | +954.3% | +429.2% | +836.0% |
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