-53.2%
TE vs PPL
+28.8%
-82.0%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | -4.0% | +2.7% | -6.6% | -4.3% |
| 30D | -15.9% | +0.5% | -16.4% | -16.0% |
| 3M | -60.5% | +0.7% | -61.2% | -60.8% |
| 6M | -35.2% | -7.6% | -27.6% | -34.6% |
| YTD | -31.1% | +1.8% | -33.0% | -31.9% |
| 1Y | +148.6% | -0.8% | +149.4% | +147.2% |
| 3Y | -26.4% | +56.9% | -83.3% | -34.6% |
| 5Y | -48.0% | +39.5% | -87.5% | -52.8% |
| All | -53.2% | +28.8% | -82.0% | -57.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling