+871.9%
PPL vs TDY
+7,137.3%
-6,265.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | -0.1% |
| 7D | +2.7% | -1.8% | +4.5% | +3.0% |
| 30D | +0.5% | -10.7% | +11.1% | +2.4% |
| 3M | +0.7% | -1.3% | +1.9% | +0.7% |
| 6M | -7.6% | -10.6% | +3.0% | -6.1% |
| YTD | +1.8% | +19.6% | -17.7% | -1.7% |
| 1Y | -0.8% | +11.6% | -12.4% | -3.2% |
| 3Y | +56.9% | +45.2% | +11.7% | +45.6% |
| 5Y | +39.5% | +36.1% | +3.5% | +30.2% |
| 10Y | +55.4% | +458.8% | -403.5% | +17.7% |
| All | +871.9% | +7,137.3% | -6,265.4% | +491.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling