+3,551.7%
DLR vs PPL
+282.2%
+3,269.5%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | 0.0% | +2.5% | +2.6% |
| 7D | +2.8% | +1.8% | +1.0% | +1.9% |
| 30D | +2.8% | +8.4% | -5.6% | -1.4% |
| 3M | -4.0% | +2.4% | -6.4% | -5.3% |
| 6M | -5.6% | -4.0% | -1.7% | -4.1% |
| YTD | +21.9% | +4.5% | +17.5% | +18.4% |
| 1Y | +13.0% | +1.7% | +11.3% | +11.1% |
| 3Y | +52.2% | +55.5% | -3.3% | +19.0% |
| 5Y | +40.3% | +47.0% | -6.7% | +12.9% |
| 10Y | +186.1% | +62.4% | +123.7% | +106.9% |
| All | +3,551.7% | +282.2% | +3,269.5% | +1,848.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling