+39.4%
PPL vs TRU
-33.8%
+73.2%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.9% | +5.9% | +0.7% |
| 7D | +2.7% | -6.8% | +9.4% | +3.5% |
| 30D | +0.5% | 0.0% | +0.4% | +0.4% |
| 3M | +0.7% | +13.3% | -12.6% | -1.0% |
| 6M | -7.6% | +3.4% | -11.0% | -8.4% |
| YTD | +1.8% | -6.4% | +8.2% | +1.9% |
| 1Y | -0.8% | -9.7% | +8.9% | -0.5% |
| 3Y | +56.9% | +0.1% | +56.7% | +52.6% |
| All | +39.4% | -33.8% | +73.2% | +37.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling