+66.8%
PPL vs TRU
+174.2%
-107.3%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.2% | +0.3% |
| 7D | 0.0% | +4.6% | -4.5% | -0.9% |
| 30D | +4.3% | +25.4% | -21.2% | -0.8% |
| 3M | +2.9% | +4.0% | -1.0% | +1.6% |
| 6M | +1.1% | +14.5% | -13.4% | -2.8% |
| YTD | +4.5% | -3.7% | +8.2% | +3.5% |
| 1Y | +0.1% | +2.8% | -2.7% | -2.4% |
| 3Y | +55.7% | +58.5% | -2.8% | +28.5% |
| 5Y | +47.6% | -25.0% | +72.6% | +48.0% |
| 10Y | +66.8% | +186.0% | -119.2% | +31.7% |
| All | +66.8% | +174.2% | -107.3% | +31.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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