+92.0%
PPL vs TRU
+238.0%
-146.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.9% | +5.9% | +1.2% |
| 7D | +2.7% | -6.8% | +9.4% | +4.1% |
| 30D | +0.5% | 0.0% | +0.4% | +0.3% |
| 3M | +0.7% | +13.3% | -12.6% | -2.3% |
| 6M | -7.6% | +3.4% | -11.0% | -9.0% |
| YTD | +1.8% | -6.4% | +8.2% | +1.9% |
| 1Y | -0.8% | -9.7% | +8.9% | -0.4% |
| 3Y | +56.9% | +0.1% | +56.7% | +47.0% |
| 5Y | +39.5% | -34.0% | +73.6% | +44.7% |
| 10Y | +55.4% | +147.9% | -92.5% | +19.7% |
| All | +92.0% | +238.0% | -146.0% | +46.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling