+39.4%
PPL vs TNA
-22.2%
+61.6%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.1% |
| 7D | +2.7% | -0.1% | +2.7% | +2.7% |
| 30D | +0.5% | -4.9% | +5.4% | +0.9% |
| 3M | +0.7% | +0.4% | +0.3% | +0.3% |
| 6M | -7.6% | +32.5% | -40.1% | -10.9% |
| YTD | +1.8% | +53.7% | -51.9% | -3.5% |
| 1Y | -0.8% | +65.1% | -65.9% | -7.2% |
| 3Y | +56.9% | +98.4% | -41.6% | +36.0% |
| All | +39.4% | -22.2% | +61.6% | +22.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling