+39.7%
DLR vs PPL
+47.2%
-7.5%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.6% |
| 7D | -2.0% | -1.0% | -1.1% | -1.6% |
| 30D | +0.5% | +3.0% | -2.5% | -1.2% |
| 3M | -4.4% | +1.1% | -5.5% | -5.2% |
| 6M | -6.4% | -0.8% | -5.7% | -6.5% |
| YTD | +19.5% | +3.5% | +16.0% | +16.0% |
| 1Y | +10.5% | -0.9% | +11.4% | +10.0% |
| 3Y | +54.0% | +54.2% | -0.2% | +11.5% |
| 5Y | +39.7% | +46.3% | -6.6% | +7.3% |
| All | +39.7% | +47.2% | -7.5% | +7.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling