+57.9%
PPL vs TPG
+75.0%
-17.1%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.0% | +1.3% |
| 7D | -0.4% | +5.0% | -5.4% | -0.5% |
| 30D | +2.6% | +15.7% | -13.0% | +2.2% |
| 3M | +0.8% | -10.6% | +11.4% | +1.0% |
| 6M | +1.4% | +15.9% | -14.5% | +0.9% |
| YTD | +4.3% | -20.6% | +24.9% | +5.1% |
| 1Y | +0.8% | -11.8% | +12.5% | +1.0% |
| 3Y | +57.9% | +71.6% | -13.7% | +42.4% |
| All | +57.9% | +75.0% | -17.1% | +42.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling