-82.0%
TE vs PPL
+45.5%
-127.5%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -0.5% | -7.0% | -7.3% |
| 7D | -13.6% | -2.2% | -11.4% | -12.9% |
| 30D | -37.7% | +1.7% | -39.3% | -38.2% |
| 3M | -59.8% | +0.1% | -59.9% | -59.9% |
| 6M | -66.3% | -1.5% | -64.8% | -66.5% |
| YTD | -70.5% | +3.0% | -73.5% | -71.6% |
| 1Y | -48.8% | -1.4% | -47.4% | -49.6% |
| 3Y | +31.3% | +53.5% | -22.1% | -9.8% |
| 5Y | -82.0% | +46.4% | -128.5% | -86.7% |
| All | -82.0% | +45.5% | -127.5% | -86.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling