+131.2%
TLT vs PPL
+605.6%
-474.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -0.4% | +2.7% | -3.1% | -0.3% |
| 30D | -0.6% | +0.5% | -1.0% | -0.5% |
| 3M | -2.7% | +0.7% | -3.4% | -2.7% |
| 6M | -5.6% | -7.6% | +2.0% | -6.0% |
| YTD | -2.8% | +1.8% | -4.6% | -2.6% |
| 1Y | -1.4% | -0.8% | -0.7% | -1.4% |
| 3Y | -1.6% | +56.9% | -58.5% | +1.8% |
| 5Y | -33.8% | +39.5% | -73.3% | -32.0% |
| 10Y | -21.1% | +55.4% | -76.5% | -16.5% |
| All | +131.2% | +605.6% | -474.4% | +180.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling