+39.4%
PPL vs TAP
+2.2%
+37.2%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | +2.7% | -2.3% | +5.0% | +3.2% |
| 30D | +0.5% | -2.1% | +2.6% | +0.8% |
| 3M | +0.7% | +6.6% | -6.0% | -0.9% |
| 6M | -7.6% | -11.5% | +3.9% | -5.5% |
| YTD | +1.8% | -10.3% | +12.1% | +3.5% |
| 1Y | -0.8% | -14.4% | +13.6% | +1.8% |
| 3Y | +56.9% | -28.3% | +85.2% | +66.6% |
| All | +39.4% | +2.2% | +37.2% | +33.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling