+33.7%
PPL vs TPG
+71.4%
-37.7%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.0% | +3.9% | +0.2% |
| 7D | -1.8% | -11.8% | +10.1% | -0.6% |
| 30D | -2.2% | -6.3% | +4.0% | -1.7% |
| 3M | -3.1% | +13.6% | -16.6% | -4.4% |
| 6M | -8.1% | +13.8% | -21.9% | -9.6% |
| YTD | 0.0% | -23.7% | +23.8% | +2.4% |
| 1Y | -1.3% | -18.2% | +16.8% | 0.0% |
| 3Y | +52.7% | +80.1% | -27.5% | +34.0% |
| All | +33.7% | +71.4% | -37.7% | +13.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TPG.
Daily Out/Under-Performance
Portfolio return minus TPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPG 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 TPG 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