+12.6%
TE vs PPL
+53.5%
-41.0%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -0.5% | -7.0% | -7.5% |
| 7D | -13.6% | -2.2% | -11.4% | -13.8% |
| 30D | -37.7% | +1.7% | -39.3% | -37.6% |
| 3M | -59.8% | +0.1% | -59.9% | -59.9% |
| 6M | -66.3% | -1.5% | -64.8% | -66.4% |
| YTD | -70.5% | +3.0% | -73.5% | -70.9% |
| 1Y | -48.8% | -1.4% | -47.4% | -49.0% |
| All | +12.6% | +53.5% | -41.0% | -10.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling