+57.6%
PPL vs TDY
+455.3%
-397.7%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.6% | +0.1% | -1.0% |
| 7D | 0.0% | -1.8% | +1.9% | +0.6% |
| 30D | -1.3% | -13.8% | +12.5% | +3.5% |
| 3M | -2.6% | -3.9% | +1.3% | -1.6% |
| 6M | -8.4% | -9.0% | +0.6% | -6.2% |
| YTD | +0.2% | +16.5% | -16.3% | -6.0% |
| 1Y | -0.2% | +9.3% | -9.5% | -4.6% |
| 3Y | +52.9% | +45.1% | +7.8% | +30.2% |
| 5Y | +36.8% | +35.0% | +1.9% | +17.6% |
| 10Y | +57.6% | +469.0% | -411.4% | +9.0% |
| All | +57.6% | +455.3% | -397.7% | +9.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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