-78.3%
TE vs PPL
+30.9%
-109.2%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.0% | +3.9% | +3.0% |
| 7D | -22.0% | -1.0% | -21.0% | -21.9% |
| 30D | -33.6% | +3.0% | -36.7% | -34.0% |
| 3M | -61.1% | +1.1% | -62.2% | -61.2% |
| 6M | -64.7% | -0.8% | -64.0% | -64.9% |
| YTD | -68.1% | +3.5% | -71.6% | -68.6% |
| 1Y | -51.7% | -0.9% | -50.8% | -52.0% |
| 3Y | +42.0% | +54.2% | -12.2% | +26.3% |
| 5Y | -80.8% | +46.3% | -127.1% | -82.6% |
| All | -78.3% | +30.9% | -109.2% | -80.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 PPL 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