+880.0%
PPL vs IWD
+731.9%
+148.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.6% | +3.4% | +2.6% |
| 7D | +1.0% | -0.9% | +2.0% | +1.6% |
| 30D | +6.8% | +2.6% | +4.2% | +4.8% |
| 3M | +3.9% | +1.2% | +2.6% | +2.8% |
| 6M | -2.0% | +12.1% | -14.1% | -9.7% |
| YTD | +5.3% | +24.1% | -18.9% | -9.9% |
| 1Y | +2.2% | +28.5% | -26.3% | -14.6% |
| 3Y | +56.7% | +79.5% | -22.8% | +2.8% |
| 5Y | +49.1% | +70.3% | -21.2% | +1.1% |
| 10Y | +63.6% | +212.5% | -148.9% | -26.8% |
| All | +880.0% | +731.9% | +148.1% | +117.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling