+54.5%
DLR vs PPL
+53.7%
+0.8%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.3% | +3.7% | +3.5% |
| 7D | +2.4% | -1.2% | +3.6% | +2.7% |
| 30D | +0.7% | +4.2% | -3.5% | -0.7% |
| 3M | -6.4% | +1.5% | -7.9% | -7.0% |
| 6M | -6.5% | +1.0% | -7.6% | -7.0% |
| YTD | +18.8% | +4.4% | +14.4% | +16.5% |
| 1Y | +9.0% | +0.8% | +8.3% | +8.3% |
| 3Y | +54.5% | +56.5% | -2.0% | +29.1% |
| All | +54.5% | +53.7% | +0.8% | +29.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling