+54.2%
PPL vs IWD
+197.9%
-143.8%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.5% |
| 7D | +2.7% | -0.3% | +2.9% | +2.9% |
| 30D | +0.5% | +0.6% | -0.1% | 0.0% |
| 3M | +0.7% | +7.2% | -6.6% | -4.9% |
| 6M | -7.6% | +16.2% | -23.8% | -18.3% |
| YTD | +1.8% | +23.3% | -21.5% | -14.3% |
| 1Y | -0.8% | +29.6% | -30.3% | -19.9% |
| 3Y | +56.9% | +70.5% | -13.6% | -0.4% |
| 5Y | +39.5% | +73.5% | -34.0% | -13.5% |
| All | +54.2% | +197.9% | -143.8% | -38.2% |
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