-35.1%
TLT vs PPL
+48.1%
-83.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.1% |
| 7D | +0.3% | -1.2% | +1.5% | +0.5% |
| 30D | +5.1% | +4.2% | +0.9% | +4.4% |
| 3M | -0.2% | +1.5% | -1.7% | -0.5% |
| 6M | -2.9% | +1.0% | -4.0% | -3.2% |
| YTD | -2.7% | +4.4% | -7.1% | -3.7% |
| 1Y | -4.6% | +0.8% | -5.4% | -5.0% |
| 3Y | +6.1% | +56.5% | -50.4% | -2.2% |
| 5Y | -35.1% | +47.7% | -82.8% | -38.8% |
| All | -35.1% | +48.1% | -83.2% | -38.8% |
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