+47.8%
PPL vs TLN
+583.6%
-535.8%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.8% | -3.8% | -0.1% |
| 7D | +2.7% | +7.1% | -4.4% | +2.5% |
| 30D | +0.5% | -3.9% | +4.4% | +0.5% |
| 3M | +0.7% | -16.2% | +16.8% | +0.8% |
| 6M | -7.6% | -5.8% | -1.8% | -7.6% |
| YTD | +1.8% | -15.4% | +17.3% | +1.8% |
| 1Y | -0.8% | -16.7% | +15.9% | -0.8% |
| 3Y | +56.9% | +473.8% | -416.9% | +52.2% |
| All | +47.8% | +583.6% | -535.8% | +46.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling