+66.8%
PPL vs TAP
-48.8%
+115.7%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.3% | 0.0% |
| 7D | 0.0% | -4.5% | +4.5% | +1.4% |
| 30D | +4.3% | +7.5% | -3.2% | +1.7% |
| 3M | +2.9% | -4.9% | +7.8% | +4.1% |
| 6M | +1.1% | -3.5% | +4.6% | +1.5% |
| YTD | +4.5% | -11.4% | +15.9% | +7.1% |
| 1Y | +0.1% | -10.8% | +10.9% | +2.2% |
| 3Y | +55.7% | -24.5% | +80.2% | +65.2% |
| 5Y | +47.6% | +2.5% | +45.1% | +36.8% |
| 10Y | +66.8% | -47.6% | +114.4% | +63.0% |
| All | +66.8% | -48.8% | +115.7% | +63.0% |
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