+847.9%
PPL vs IWD
+726.5%
+121.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -4.2% |
| 6M | -7.6% | +16.2% | -23.8% | -17.0% |
| YTD | +1.8% | +23.3% | -21.5% | -12.3% |
| 1Y | -0.8% | +29.6% | -30.3% | -17.5% |
| 3Y | +56.9% | +70.5% | -13.6% | +6.8% |
| 5Y | +39.5% | +73.5% | -34.0% | -6.6% |
| 10Y | +55.4% | +198.3% | -142.9% | -28.2% |
| All | +847.9% | +726.5% | +121.4% | +111.5% |
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