+51.6%
TEL vs PPL
+39.5%
+12.1%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +3.0% | +2.7% | +0.3% | +2.0% |
| 30D | -3.9% | +0.5% | -4.4% | -4.1% |
| 3M | -5.1% | +0.7% | -5.8% | -5.6% |
| 6M | +0.6% | -7.6% | +8.2% | +3.2% |
| YTD | -7.3% | +1.8% | -9.1% | -8.5% |
| 1Y | +1.1% | -0.8% | +1.9% | +0.7% |
| 3Y | +63.7% | +56.9% | +6.8% | +26.5% |
| All | +51.6% | +39.5% | +12.1% | +23.5% |
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