-12.2%
TLT vs PPL
+65.0%
-77.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -1.5% |
| 7D | -2.7% | -2.2% | -0.5% | -2.7% |
| 30D | +2.2% | +1.7% | +0.5% | +2.2% |
| 3M | -1.7% | +0.1% | -1.9% | -1.7% |
| 6M | -4.0% | -1.5% | -2.4% | -4.0% |
| YTD | -4.9% | +3.0% | -7.9% | -4.9% |
| 1Y | -7.4% | -1.4% | -5.9% | -7.4% |
| 3Y | +3.0% | +53.5% | -50.4% | +5.1% |
| 5Y | -35.1% | +46.4% | -81.5% | -33.8% |
| All | -12.2% | +65.0% | -77.2% | -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