+847.9%
PPL vs IWF
+727.1%
+120.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +2.7% | +0.5% | +2.1% | +2.4% |
| 30D | +0.5% | -0.4% | +0.8% | +0.6% |
| 3M | +0.7% | -2.6% | +3.3% | +1.4% |
| 6M | -7.6% | +9.1% | -16.7% | -11.9% |
| YTD | +1.8% | +4.5% | -2.7% | -1.1% |
| 1Y | -0.8% | +10.1% | -10.8% | -6.2% |
| 3Y | +56.9% | +77.6% | -20.8% | +14.5% |
| 5Y | +39.5% | +73.7% | -34.2% | +0.6% |
| 10Y | +55.4% | +411.5% | -356.1% | -37.0% |
| All | +847.9% | +727.1% | +120.9% | +96.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 IWF 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