+2,164.3%
PPL vs TAP
+864.5%
+1,299.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.1% | +2.9% | +1.2% |
| 7D | +1.0% | +7.7% | -6.7% | -0.4% |
| 30D | +6.8% | +14.4% | -7.6% | +4.1% |
| 3M | +3.9% | +2.0% | +1.8% | +3.2% |
| 6M | -2.0% | +2.5% | -4.5% | -2.8% |
| YTD | +5.3% | -6.4% | +11.7% | +5.9% |
| 1Y | +2.2% | -2.3% | +4.5% | +1.8% |
| 3Y | +56.7% | -20.3% | +77.0% | +61.0% |
| 5Y | +49.1% | +6.9% | +42.2% | +43.8% |
| 10Y | +63.6% | -46.3% | +110.0% | +71.5% |
| All | +2,164.3% | +864.5% | +1,299.7% | +1,620.2% |
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