+44.6%
DLR vs PPG
-24.1%
+68.6%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.3% | +1.6% |
| 7D | +0.1% | -6.2% | +6.3% | +2.7% |
| 30D | -4.3% | -7.9% | +3.6% | -1.2% |
| 3M | +3.8% | -10.2% | +14.0% | +7.9% |
| 6M | +5.8% | +2.7% | +3.2% | +3.5% |
| YTD | +23.5% | +4.9% | +18.7% | +19.1% |
| 1Y | +11.1% | -3.2% | +14.3% | +10.6% |
| 3Y | +57.9% | -17.0% | +74.9% | +65.6% |
| All | +44.6% | -24.1% | +68.6% | +50.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling