+51.9%
PPL vs TLN
+630.2%
-578.3%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +7.1% | -7.6% | -0.7% |
| 7D | +0.4% | -1.3% | +1.7% | +0.4% |
| 30D | +5.4% | -10.5% | +15.9% | +5.6% |
| 3M | +4.3% | +0.1% | +4.2% | +4.2% |
| 6M | -1.3% | -17.4% | +16.1% | -1.3% |
| YTD | +4.7% | -9.7% | +14.3% | +4.4% |
| 1Y | +1.3% | -12.3% | +13.5% | +1.0% |
| 3Y | +57.2% | +528.3% | -471.1% | +52.1% |
| All | +51.9% | +630.2% | -578.3% | +50.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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