+51.9%
DOW vs PPL
+1.0%
+50.9%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | 0.0% | -3.3% | -3.2% |
| 7D | -4.2% | +1.8% | -6.0% | -4.1% |
| 30D | +14.7% | +8.4% | +6.3% | +15.3% |
| 3M | +9.1% | +2.4% | +6.7% | +9.5% |
| 6M | -17.7% | -4.0% | -13.7% | -17.1% |
| YTD | +44.6% | +4.5% | +40.2% | +43.2% |
| 1Y | +51.9% | +1.7% | +50.2% | +55.3% |
| All | +51.9% | +1.0% | +50.9% | +55.3% |
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 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