-12.5%
TLT vs PPL
+62.1%
-74.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | 0.0% |
| 7D | +0.3% | -1.2% | +1.5% | +0.3% |
| 30D | +5.1% | +4.2% | +0.9% | +5.2% |
| 3M | -0.2% | +1.5% | -1.7% | -0.2% |
| 6M | -2.9% | +1.0% | -4.0% | -2.9% |
| YTD | -2.7% | +4.4% | -7.1% | -2.6% |
| 1Y | -4.6% | +0.8% | -5.4% | -4.6% |
| 3Y | +6.1% | +56.5% | -50.4% | +8.3% |
| 5Y | -35.1% | +47.7% | -82.8% | -33.9% |
| 10Y | -12.5% | +64.4% | -76.9% | -9.2% |
| All | -12.5% | +62.1% | -74.6% | -9.2% |
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