+1.5%
PPL vs TRU
-16.5%
+18.1%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.8% | +2.7% | +0.1% |
| 7D | +1.8% | -7.2% | +9.0% | +2.2% |
| 30D | -1.1% | -2.8% | +1.7% | -0.9% |
| 3M | 0.0% | +13.0% | -13.0% | -0.7% |
| 6M | -7.6% | +0.7% | -8.3% | -7.9% |
| YTD | +1.7% | -9.0% | +10.7% | +1.4% |
| 1Y | +1.5% | -16.3% | +17.8% | +2.3% |
| All | +1.5% | -16.5% | +18.1% | +2.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling