+55.2%
DLR vs PPG
-17.7%
+72.9%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.0% | 0.0% | -1.4% |
| 7D | -1.3% | -5.1% | +3.9% | +0.3% |
| 30D | -2.9% | -9.6% | +6.7% | +0.1% |
| 3M | +3.2% | -6.4% | +9.7% | +4.8% |
| 6M | +3.9% | +0.5% | +3.4% | +2.8% |
| YTD | +21.4% | +4.4% | +17.0% | +18.3% |
| 1Y | +9.7% | -0.9% | +10.6% | +8.7% |
| All | +55.2% | -17.7% | +72.9% | +57.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 3y: compounded portfolio wealth divided by compounded PPG 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…
3y analysis · Full analysis span regression · 6 months rolling