-0.2%
PPL vs TRI
-42.5%
+42.2%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.9% | +0.3% | -1.5% |
| 7D | 0.0% | -8.4% | +8.4% | +0.1% |
| 30D | -1.3% | -6.5% | +5.2% | -1.2% |
| 3M | -2.6% | +18.6% | -21.2% | -2.7% |
| 6M | -8.4% | -10.4% | +2.0% | -7.8% |
| YTD | +0.2% | -23.7% | +23.9% | +2.2% |
| 1Y | -0.2% | -42.5% | +42.2% | +4.5% |
| All | -0.2% | -42.5% | +42.2% | +4.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling