+2,090.1%
PPL vs TAP
+825.0%
+1,265.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | +2.7% | -2.3% | +5.0% | +3.1% |
| 30D | +0.5% | -2.1% | +2.6% | +0.8% |
| 3M | +0.7% | +6.6% | -6.0% | -0.7% |
| 6M | -7.6% | -11.5% | +3.9% | -5.8% |
| YTD | +1.8% | -10.3% | +12.1% | +3.3% |
| 1Y | -0.8% | -14.4% | +13.6% | +1.4% |
| 3Y | +56.9% | -28.3% | +85.2% | +64.5% |
| 5Y | +39.5% | +1.7% | +37.8% | +35.9% |
| 10Y | +55.4% | -49.2% | +104.6% | +64.6% |
| All | +2,090.1% | +825.0% | +1,265.1% | +1,579.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling