+887.6%
PPL vs TDY
+7,617.0%
-6,729.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.7% | -1.1% |
| 7D | -1.0% | +3.0% | -4.0% | -1.5% |
| 30D | +3.0% | +6.1% | -3.1% | +1.9% |
| 3M | +1.1% | -4.5% | +5.6% | +1.7% |
| 6M | -0.8% | +2.9% | -3.7% | -1.6% |
| YTD | +3.5% | +27.5% | -24.0% | -1.3% |
| 1Y | -0.9% | +26.5% | -27.4% | -5.4% |
| 3Y | +54.2% | +70.1% | -15.9% | +39.1% |
| 5Y | +46.3% | +46.8% | -0.5% | +34.6% |
| 10Y | +65.0% | +447.2% | -382.1% | +25.0% |
| All | +887.6% | +7,617.0% | -6,729.4% | +493.4% |
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