+755.9%
DE vs PPL
+67.2%
+688.7%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.1% | -1.4% |
| 7D | +0.3% | -0.4% | +0.6% | +0.4% |
| 30D | +3.6% | +2.6% | +0.9% | +2.3% |
| 3M | +10.2% | +0.8% | +9.4% | +9.6% |
| 6M | +16.6% | +1.4% | +15.2% | +15.2% |
| YTD | +45.8% | +4.3% | +41.5% | +41.8% |
| 1Y | +43.9% | +0.8% | +43.1% | +42.0% |
| 3Y | +89.6% | +57.9% | +31.7% | +48.6% |
| 5Y | +100.3% | +48.3% | +52.0% | +60.3% |
| All | +755.9% | +67.2% | +688.7% | +600.4% |
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