-76.0%
TE vs PPL
+32.5%
-108.4%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.6% | +4.1% | +3.6% |
| 7D | -12.6% | +0.4% | -13.0% | -12.7% |
| 30D | -36.7% | +5.4% | -42.2% | -37.3% |
| 3M | -57.5% | +4.3% | -61.7% | -57.8% |
| 6M | -55.2% | -1.3% | -53.9% | -55.3% |
| YTD | -64.7% | +4.7% | -69.4% | -65.3% |
| 1Y | -35.9% | +1.3% | -37.1% | -36.5% |
| 3Y | -31.8% | +57.2% | -89.0% | -39.4% |
| 5Y | -79.4% | +48.2% | -127.7% | -81.4% |
| All | -76.0% | +32.5% | -108.4% | -78.1% |
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