-49.1%
TE vs PPL
+0.9%
-50.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.3% | -2.7% | -3.1% |
| 7D | -10.5% | -1.2% | -9.3% | -10.9% |
| 30D | -32.4% | +4.2% | -36.7% | -31.0% |
| 3M | -60.9% | +1.5% | -62.4% | -60.9% |
| 6M | -62.8% | +1.0% | -63.9% | -62.8% |
| YTD | -65.7% | +4.4% | -70.1% | -66.2% |
| All | -49.1% | +0.9% | -50.0% | -48.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling