+779.0%
DE vs PPL
+65.8%
+713.2%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.5% | +1.0% |
| 7D | +2.3% | -1.0% | +3.2% | +2.7% |
| 30D | +9.3% | +3.0% | +6.3% | +7.8% |
| 3M | +12.2% | +1.1% | +11.1% | +11.4% |
| 6M | +18.1% | -0.8% | +18.9% | +17.9% |
| YTD | +49.8% | +3.5% | +46.3% | +46.2% |
| 1Y | +46.4% | -0.9% | +47.3% | +45.6% |
| 3Y | +92.5% | +54.2% | +38.3% | +52.6% |
| 5Y | +107.4% | +46.3% | +61.1% | +67.0% |
| All | +779.0% | +65.8% | +713.2% | +622.1% |
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