+49.1%
PPL vs TMF
-87.8%
+136.9%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.7% |
| 7D | +1.0% | +2.7% | -1.7% | +0.8% |
| 30D | +6.8% | +19.3% | -12.5% | +5.2% |
| 3M | +3.9% | -3.7% | +7.5% | +4.1% |
| 6M | -2.0% | -11.3% | +9.3% | -1.2% |
| YTD | +5.3% | -16.6% | +21.9% | +6.6% |
| 1Y | +2.2% | -21.1% | +23.3% | +4.0% |
| 3Y | +56.7% | -26.8% | +83.5% | +59.1% |
| 5Y | +49.1% | -88.0% | +137.1% | +48.4% |
| All | +49.1% | -87.8% | +136.9% | +48.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling