+60.2%
PPL vs TRU
+167.9%
-107.6%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.1% | +1.5% | -0.1% |
| 7D | +0.4% | +5.7% | -5.3% | -0.8% |
| 30D | +5.4% | +29.2% | -23.8% | -0.4% |
| 3M | +4.3% | +2.7% | +1.6% | +3.2% |
| 6M | -1.3% | +15.2% | -16.5% | -5.3% |
| YTD | +4.7% | -4.9% | +9.5% | +4.0% |
| 1Y | +1.3% | +3.4% | -2.2% | -1.5% |
| 3Y | +57.2% | +63.2% | -6.0% | +28.4% |
| 5Y | +48.2% | -26.6% | +74.8% | +49.5% |
| All | +60.2% | +167.9% | -107.6% | +23.4% |
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