+249.2%
DIA vs PPL
+54.8%
+194.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -0.2% | +2.7% | -2.8% | -1.3% |
| 30D | -1.5% | +0.5% | -2.0% | -1.8% |
| 3M | +3.8% | +0.7% | +3.1% | +3.2% |
| 6M | +10.3% | -7.6% | +17.9% | +13.5% |
| YTD | +12.1% | +1.8% | +10.3% | +10.4% |
| 1Y | +18.6% | -0.8% | +19.4% | +18.0% |
| 3Y | +60.6% | +56.9% | +3.8% | +28.3% |
| 5Y | +64.4% | +39.5% | +24.9% | +37.4% |
| All | +249.2% | +54.8% | +194.4% | +165.0% |
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