+17.1%
DLR vs PPL
+0.2%
+16.9%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.3% | -3.2% | -2.1% |
| 7D | +3.3% | -0.4% | +3.7% | +3.4% |
| 30D | +4.6% | +2.6% | +1.9% | +3.9% |
| 3M | -8.3% | +0.8% | -9.1% | -8.6% |
| 6M | -5.6% | +1.4% | -7.0% | -6.1% |
| YTD | +18.7% | +4.3% | +14.4% | +17.8% |
| 1Y | +17.1% | +0.8% | +16.3% | +15.8% |
| All | +17.1% | +0.2% | +16.9% | +15.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling