+1,086.5%
DIA vs PPL
+1,113.5%
-27.0%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.8% | -4.3% | -3.8% |
| 7D | -1.6% | +1.0% | -2.7% | -2.0% |
| 30D | 0.0% | +6.8% | -6.9% | -2.5% |
| 3M | -4.9% | +3.9% | -8.8% | -6.4% |
| 6M | +5.0% | -2.0% | +7.1% | +5.4% |
| YTD | +8.2% | +5.3% | +2.9% | +5.4% |
| 1Y | +10.3% | +2.2% | +8.1% | +8.6% |
| 3Y | +58.4% | +56.7% | +1.6% | +31.4% |
| 5Y | +54.3% | +49.1% | +5.3% | +29.6% |
| 10Y | +248.6% | +63.6% | +184.9% | +174.1% |
| All | +1,086.5% | +1,113.5% | -27.0% | +418.4% |
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