+235.9%
DIA vs PPL
+65.3%
+170.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | +0.9% | 0.0% | +0.9% | +0.9% |
| 30D | +1.1% | +4.3% | -3.2% | -0.7% |
| 3M | -2.9% | +2.9% | -5.8% | -4.2% |
| 6M | +5.9% | +1.1% | +4.8% | +5.0% |
| YTD | +9.8% | +4.5% | +5.3% | +6.9% |
| 1Y | +11.7% | +0.1% | +11.6% | +10.7% |
| 3Y | +59.5% | +55.7% | +3.8% | +27.8% |
| 5Y | +57.5% | +47.6% | +9.9% | +28.1% |
| 10Y | +235.9% | +66.8% | +169.1% | +149.6% |
| All | +235.9% | +65.3% | +170.6% | +149.6% |
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