+32.6%
PPL vs TPG
+71.4%
-38.8%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.0% | +3.1% | -0.6% |
| 7D | -2.6% | -11.8% | +9.3% | -1.4% |
| 30D | -3.0% | -6.3% | +3.2% | -2.5% |
| 3M | -3.9% | +13.6% | -17.4% | -5.2% |
| 6M | -8.9% | +13.8% | -22.7% | -10.3% |
| YTD | -0.8% | -23.7% | +22.9% | +1.6% |
| 1Y | -2.1% | -18.2% | +16.0% | -0.8% |
| 3Y | +51.4% | +80.1% | -28.7% | +32.9% |
| All | +32.6% | +71.4% | -38.8% | +12.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling