+553.1%
PPL vs TRI
+604.8%
-51.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.7% | +4.1% | +0.8% |
| 7D | +0.4% | -4.8% | +5.2% | +1.6% |
| 30D | +5.4% | +13.4% | -7.9% | +1.2% |
| 3M | +4.3% | +13.1% | -8.9% | -0.6% |
| 6M | -1.3% | +24.4% | -25.8% | -10.3% |
| YTD | +4.7% | -11.4% | +16.1% | +4.4% |
| 1Y | +1.3% | -15.6% | +16.8% | +2.6% |
| 3Y | +57.2% | -6.5% | +63.7% | +50.4% |
| 5Y | +48.2% | +5.3% | +43.0% | +34.7% |
| 10Y | +62.7% | +239.9% | -177.2% | -2.1% |
| All | +553.1% | +604.8% | -51.6% | +147.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling