+2.8%
TLT vs PPL
+55.5%
-52.7%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.7% | -0.7% |
| 7D | -3.1% | -0.4% | -2.7% | -3.0% |
| 30D | +1.0% | +2.6% | -1.6% | +0.5% |
| 3M | -2.7% | +0.8% | -3.5% | -2.9% |
| 6M | -4.1% | +1.4% | -5.6% | -4.6% |
| YTD | -5.4% | +4.3% | -9.7% | -6.6% |
| 1Y | -7.0% | +0.8% | -7.8% | -7.5% |
| 3Y | +2.8% | +57.9% | -55.1% | -11.7% |
| All | +2.8% | +55.5% | -52.7% | -11.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling