+67.9%
PPL vs TAP
-46.0%
+113.9%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.2% | -1.9% | +0.3% |
| 7D | -0.4% | +1.3% | -1.6% | -0.8% |
| 30D | +2.6% | +5.7% | -3.1% | +0.6% |
| 3M | +0.8% | -1.9% | +2.7% | +0.9% |
| 6M | +1.4% | +0.9% | +0.5% | +0.4% |
| YTD | +4.3% | -9.5% | +13.8% | +6.2% |
| 1Y | +0.8% | -9.0% | +9.7% | +2.2% |
| 3Y | +57.9% | -22.2% | +80.2% | +66.0% |
| 5Y | +48.3% | +1.2% | +47.1% | +38.3% |
| All | +67.9% | -46.0% | +113.9% | +59.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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