+247.9%
DHR vs PPL
+62.1%
+185.8%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.3% | +2.4% | +2.2% |
| 7D | +3.1% | -1.2% | +4.4% | +3.5% |
| 30D | +7.0% | +4.2% | +2.7% | +5.3% |
| 3M | +15.0% | +1.5% | +13.5% | +14.1% |
| 6M | +37.9% | +1.0% | +36.8% | +37.0% |
| YTD | +3.3% | +4.4% | -1.1% | +1.1% |
| 1Y | +12.8% | +0.8% | +12.1% | +11.7% |
| 3Y | +22.4% | +56.5% | -34.1% | +2.0% |
| 5Y | -9.1% | +47.7% | -56.7% | -22.7% |
| 10Y | +247.9% | +64.4% | +183.5% | +175.8% |
| All | +247.9% | +62.1% | +185.8% | +175.8% |
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