+3,595.7%
DLR vs PPL
+272.5%
+3,323.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +1.6% | +2.7% | -1.1% | +0.2% |
| 30D | -3.4% | +0.5% | -3.8% | -3.6% |
| 3M | +0.5% | +0.7% | -0.2% | -0.1% |
| 6M | +4.6% | -7.6% | +12.2% | +8.3% |
| YTD | +23.4% | +1.8% | +21.6% | +21.6% |
| 1Y | +19.0% | -0.8% | +19.8% | +18.6% |
| 3Y | +56.5% | +56.9% | -0.3% | +21.8% |
| 5Y | +33.3% | +39.5% | -6.2% | +10.3% |
| 10Y | +165.1% | +55.4% | +109.8% | +96.5% |
| All | +3,595.7% | +272.5% | +3,323.1% | +1,900.2% |
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