-11.4%
TLT vs PPL
+65.2%
-76.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | 0.0% |
| 7D | -1.0% | -1.0% | -0.1% | -1.0% |
| 30D | +4.1% | +3.0% | +1.1% | +4.2% |
| 3M | -0.4% | +1.1% | -1.5% | -0.3% |
| 6M | -3.2% | -0.8% | -2.4% | -3.2% |
| YTD | -3.5% | +3.5% | -7.0% | -3.4% |
| 1Y | -5.8% | -0.9% | -4.9% | -5.8% |
| 3Y | +4.6% | +54.2% | -49.6% | +6.7% |
| 5Y | -34.4% | +46.3% | -80.7% | -33.1% |
| 10Y | -11.4% | +65.0% | -76.5% | -8.2% |
| All | -11.4% | +65.2% | -76.7% | -8.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling