+60.2%
PPL vs TAP
-49.3%
+109.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.5% | +3.9% | +0.9% |
| 7D | +0.4% | +0.5% | -0.1% | +0.1% |
| 30D | +5.4% | +9.1% | -3.7% | +2.3% |
| 3M | +4.3% | -3.8% | +8.1% | +5.1% |
| 6M | -1.3% | -3.4% | +2.1% | -1.0% |
| YTD | +4.7% | -10.6% | +15.3% | +7.0% |
| 1Y | +1.3% | -4.4% | +5.7% | +1.0% |
| 3Y | +57.2% | -24.4% | +81.6% | +66.9% |
| 5Y | +48.2% | +2.1% | +46.2% | +37.6% |
| All | +60.2% | -49.3% | +109.5% | +63.5% |
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