+237.1%
DIA vs PPL
+65.2%
+171.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.9% |
| 7D | -1.6% | -1.0% | -0.7% | -1.3% |
| 30D | +1.3% | +3.0% | -1.7% | -0.1% |
| 3M | -2.1% | +1.1% | -3.2% | -2.7% |
| 6M | +6.2% | -0.8% | +7.0% | +6.1% |
| YTD | +10.3% | +3.5% | +6.9% | +7.8% |
| 1Y | +11.0% | -0.9% | +11.9% | +10.4% |
| 3Y | +60.4% | +54.2% | +6.2% | +29.0% |
| 5Y | +59.1% | +46.3% | +12.8% | +29.8% |
| 10Y | +237.1% | +65.0% | +172.0% | +151.5% |
| All | +237.1% | +65.2% | +171.8% | +151.5% |
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