+245.2%
DHR vs PPL
+65.2%
+179.9%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.6% | 0.0% |
| 7D | +0.2% | -1.0% | +1.1% | +0.5% |
| 30D | +6.4% | +3.0% | +3.4% | +5.2% |
| 3M | +13.6% | +1.1% | +12.5% | +12.9% |
| 6M | +41.9% | -0.8% | +42.6% | +41.8% |
| YTD | +3.4% | +3.5% | 0.0% | +1.5% |
| 1Y | +9.9% | -0.9% | +10.8% | +9.4% |
| 3Y | +21.6% | +54.2% | -32.6% | +1.8% |
| 5Y | -10.6% | +46.3% | -56.9% | -23.8% |
| 10Y | +245.2% | +65.0% | +180.1% | +173.3% |
| All | +245.2% | +65.2% | +179.9% | +173.3% |
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 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