+67.9%
PPL vs TNA
+33.3%
+34.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.3% | +1.5% |
| 7D | -0.4% | +3.7% | -4.1% | -1.0% |
| 30D | +2.6% | +4.4% | -1.7% | +1.6% |
| 3M | +0.8% | -26.7% | +27.5% | +4.9% |
| 6M | +1.4% | -12.8% | +14.2% | +2.2% |
| YTD | +4.3% | +22.7% | -18.4% | -1.3% |
| 1Y | +0.8% | +35.7% | -34.9% | -6.4% |
| 3Y | +57.9% | +134.6% | -76.7% | +23.7% |
| 5Y | +48.3% | -46.0% | +94.3% | +39.6% |
| All | +67.9% | +33.3% | +34.5% | +6.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling