+64.4%
PPL vs IWD
+212.1%
-147.7%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.0% | -2.3% | -1.9% |
| 7D | -1.2% | +1.3% | -2.5% | -2.3% |
| 30D | +4.2% | +3.6% | +0.7% | +1.2% |
| 3M | +1.5% | +2.3% | -0.8% | -0.5% |
| 6M | +1.0% | +13.0% | -12.0% | -8.6% |
| YTD | +4.4% | +26.2% | -21.8% | -13.9% |
| 1Y | +0.8% | +30.5% | -29.7% | -19.2% |
| 3Y | +56.5% | +86.2% | -29.7% | -7.9% |
| 5Y | +47.7% | +72.9% | -25.2% | -8.1% |
| 10Y | +64.4% | +205.0% | -140.6% | -30.3% |
| All | +64.4% | +212.1% | -147.7% | -30.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 IWD 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