+37.6%
PPL vs TPG
+77.8%
-40.2%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.4% | -0.3% |
| 7D | -2.2% | +4.2% | -6.4% | -2.6% |
| 30D | +1.7% | +13.5% | -11.8% | +0.4% |
| 3M | +0.1% | -3.3% | +3.4% | +0.2% |
| 6M | -1.5% | +11.8% | -13.3% | -2.9% |
| YTD | +3.0% | -20.9% | +23.8% | +4.9% |
| 1Y | -1.4% | -13.1% | +11.7% | -0.7% |
| 3Y | +53.5% | +72.9% | -19.4% | +35.9% |
| All | +37.6% | +77.8% | -40.2% | +15.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling