+3,609.2%
DLR vs PPG
+463.8%
+3,145.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.3% | +2.1% | +1.0% |
| 7D | +2.9% | -3.7% | +6.6% | +4.8% |
| 30D | -1.2% | -7.2% | +6.0% | +2.5% |
| 3M | +2.9% | -7.3% | +10.3% | +6.2% |
| 6M | +6.7% | +0.3% | +6.4% | +5.0% |
| YTD | +23.9% | +6.5% | +17.3% | +17.5% |
| 1Y | +18.6% | +0.5% | +18.1% | +15.4% |
| 3Y | +59.7% | -15.3% | +75.0% | +65.9% |
| 5Y | +42.1% | -22.9% | +64.9% | +51.1% |
| 10Y | +176.7% | +28.4% | +148.3% | +96.4% |
| All | +3,609.2% | +463.8% | +3,145.4% | +688.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling