+54.2%
PPL vs TMF
-86.8%
+140.9%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | 0.0% |
| 7D | +2.7% | -1.4% | +4.1% | +2.7% |
| 30D | +0.5% | -2.8% | +3.3% | +0.4% |
| 3M | +0.7% | -10.9% | +11.6% | +0.6% |
| 6M | -7.6% | -21.3% | +13.7% | -7.8% |
| YTD | +1.8% | -15.9% | +17.7% | +1.7% |
| 1Y | -0.8% | -15.7% | +15.0% | -0.8% |
| 3Y | +56.9% | -43.4% | +100.2% | +55.3% |
| 5Y | +39.5% | -87.8% | +127.3% | +22.5% |
| All | +54.2% | -86.8% | +140.9% | +36.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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