+14,331.0%
DE vs PPL
+2,121.0%
+12,210.0%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.4% | -1.7% |
| 7D | +2.3% | -2.2% | +4.5% | +3.2% |
| 30D | +4.4% | +1.7% | +2.8% | +3.7% |
| 3M | +9.8% | +0.1% | +9.7% | +9.5% |
| 6M | +15.8% | -1.5% | +17.3% | +16.0% |
| YTD | +47.0% | +3.0% | +44.0% | +44.4% |
| 1Y | +42.8% | -1.4% | +44.2% | +42.5% |
| 3Y | +88.9% | +53.5% | +35.5% | +57.5% |
| 5Y | +101.9% | +46.4% | +55.5% | +70.2% |
| 10Y | +767.5% | +64.3% | +703.2% | +581.5% |
| All | +14,331.0% | +2,121.0% | +12,210.0% | +5,100.5% |
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