+177.5%
DLR vs PPL
+62.1%
+115.3%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.3% | +3.7% | +3.5% |
| 7D | +2.4% | -1.2% | +3.6% | +2.9% |
| 30D | +0.7% | +4.2% | -3.5% | -1.4% |
| 3M | -6.4% | +1.5% | -7.9% | -7.3% |
| 6M | -6.5% | +1.0% | -7.6% | -7.4% |
| YTD | +18.8% | +4.4% | +14.4% | +15.5% |
| 1Y | +9.0% | +0.8% | +8.3% | +7.8% |
| 3Y | +54.5% | +56.5% | -2.0% | +21.1% |
| 5Y | +35.8% | +47.7% | -11.8% | +9.8% |
| 10Y | +177.5% | +64.4% | +113.1% | +94.0% |
| All | +177.5% | +62.1% | +115.3% | +94.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling