+54,893.9%
DHR vs PPL
+2,096.5%
+52,797.4%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | -3.9% | +2.7% | -6.6% | -4.7% |
| 30D | +4.0% | +0.5% | +3.5% | +3.8% |
| 3M | +11.5% | +0.7% | +10.8% | +11.2% |
| 6M | +1.9% | -7.6% | +9.5% | +4.1% |
| YTD | -8.9% | +1.8% | -10.7% | -9.8% |
| 1Y | +5.1% | -0.8% | +5.9% | +4.7% |
| 3Y | -10.3% | +56.9% | -67.2% | -23.1% |
| 5Y | -27.8% | +39.5% | -67.3% | -35.9% |
| 10Y | +203.6% | +55.4% | +148.2% | +151.5% |
| All | +54,893.9% | +2,096.5% | +52,797.4% | +19,652.4% |
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 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