+53.3%
DIA vs PPL
+47.9%
+5.4%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.2% |
| 7D | -0.9% | +0.4% | -1.4% | -1.1% |
| 30D | +0.3% | +5.4% | -5.2% | -1.5% |
| 3M | -4.5% | +4.3% | -8.8% | -5.9% |
| 6M | +3.4% | -1.3% | +4.7% | +3.6% |
| YTD | +7.8% | +4.7% | +3.1% | +5.3% |
| 1Y | +10.7% | +1.3% | +9.5% | +9.5% |
| 3Y | +57.5% | +57.2% | +0.3% | +28.0% |
| All | +53.3% | +47.9% | +5.4% | +26.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling