+47.6%
PPL vs IWD
+73.2%
-25.6%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | 0.0% | 0.0% |
| 7D | 0.0% | +1.6% | -1.5% | -1.1% |
| 30D | +4.3% | +3.6% | +0.7% | +1.9% |
| 3M | +2.9% | +2.0% | +0.9% | +1.5% |
| 6M | +1.1% | +13.1% | -11.9% | -6.7% |
| YTD | +4.5% | +26.2% | -21.7% | -10.7% |
| 1Y | +0.1% | +29.6% | -29.5% | -16.0% |
| 3Y | +55.7% | +84.3% | -28.6% | -0.3% |
| 5Y | +47.6% | +73.4% | -25.8% | -3.2% |
| All | +47.6% | +73.2% | -25.6% | -3.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling