+66.8%
PPL vs TRI
+222.0%
-155.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | 0.0% |
| 7D | 0.0% | -1.6% | +1.6% | +0.3% |
| 30D | +4.3% | +5.0% | -0.7% | +2.7% |
| 3M | +2.9% | +4.6% | -1.6% | +0.9% |
| 6M | +1.1% | +18.3% | -17.2% | -5.5% |
| YTD | +4.5% | -14.7% | +19.2% | +7.7% |
| 1Y | +0.1% | -16.7% | +16.8% | +4.0% |
| 3Y | +55.7% | -11.3% | +67.0% | +51.4% |
| 5Y | +47.6% | -0.6% | +48.2% | +34.1% |
| 10Y | +66.8% | +220.2% | -153.4% | -8.6% |
| All | +66.8% | +222.0% | -155.2% | -8.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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