+379.1%
TPR vs PPL
+62.0%
+317.1%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.5% | -0.6% |
| 7D | +14.2% | +0.4% | +13.8% | +13.9% |
| 30D | +17.1% | +5.4% | +11.6% | +12.9% |
| 3M | -17.7% | +4.3% | -22.0% | -20.3% |
| 6M | -10.2% | -1.3% | -8.8% | -9.9% |
| YTD | +4.9% | +4.7% | +0.2% | +0.3% |
| 1Y | +36.1% | +1.3% | +34.9% | +33.0% |
| 3Y | +416.5% | +57.2% | +359.2% | +254.6% |
| 5Y | +254.8% | +48.2% | +206.5% | +148.9% |
| All | +379.1% | +62.0% | +317.1% | +192.1% |
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