-76.7%
TE vs PPL
+32.1%
-108.8%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.3% | -2.7% | -2.9% |
| 7D | -10.5% | -1.2% | -9.3% | -10.4% |
| 30D | -32.4% | +4.2% | -36.7% | -33.0% |
| 3M | -60.9% | +1.5% | -62.4% | -61.0% |
| 6M | -62.8% | +1.0% | -63.9% | -63.1% |
| YTD | -65.7% | +4.4% | -70.1% | -66.3% |
| 1Y | -39.9% | +0.8% | -40.6% | -40.4% |
| 3Y | +10.6% | +56.5% | -45.8% | -1.9% |
| 5Y | -79.7% | +47.7% | -127.3% | -81.6% |
| All | -76.7% | +32.1% | -108.8% | -78.7% |
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