+64.4%
PPL vs TD
+311.5%
-247.1%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.8% | -1.0% |
| 7D | -1.2% | -0.6% | -0.6% | -1.0% |
| 30D | +4.2% | +7.9% | -3.7% | +0.5% |
| 3M | +1.5% | +3.1% | -1.6% | -0.3% |
| 6M | +1.0% | +17.2% | -16.1% | -6.8% |
| YTD | +4.4% | +34.7% | -30.4% | -10.3% |
| 1Y | +0.8% | +56.9% | -56.1% | -19.8% |
| 3Y | +56.5% | +134.7% | -78.3% | 0.0% |
| 5Y | +47.7% | +104.8% | -57.1% | -0.2% |
| 10Y | +64.4% | +305.8% | -241.4% | -22.2% |
| All | +64.4% | +311.5% | -247.1% | -22.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 TD 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