-27.8%
TE vs PPL
+57.3%
-85.0%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | -4.0% | +2.7% | -6.6% | -3.9% |
| 30D | -15.9% | +0.5% | -16.4% | -15.9% |
| 3M | -60.5% | +0.7% | -61.2% | -60.7% |
| 6M | -35.2% | -7.6% | -27.6% | -34.8% |
| YTD | -31.1% | +1.8% | -33.0% | -32.2% |
| 1Y | +148.6% | -0.8% | +149.4% | +147.3% |
| All | -27.8% | +57.3% | -85.0% | -48.1% |
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