+54.6%
PPL vs TNA
+84.1%
-29.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.0% | +2.9% | +0.3% |
| 7D | -1.8% | -7.6% | +5.8% | -0.6% |
| 30D | -2.2% | -13.6% | +11.4% | -0.2% |
| 3M | -3.1% | +2.8% | -5.9% | -3.8% |
| 6M | -8.1% | +34.5% | -42.6% | -13.2% |
| YTD | 0.0% | +41.0% | -41.0% | -6.7% |
| 1Y | -1.3% | +52.0% | -53.3% | -9.8% |
| 3Y | +52.7% | +103.5% | -50.8% | +23.6% |
| 5Y | +37.4% | -22.5% | +59.9% | +21.5% |
| All | +54.6% | +84.1% | -29.5% | -4.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded TNA 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling