-1.4%
DOW vs PPL
+50.3%
-51.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.0% | +4.3% | +3.9% |
| 7D | -0.5% | -1.0% | +0.5% | 0.0% |
| 30D | +15.7% | +3.0% | +12.7% | +13.6% |
| 3M | +5.3% | +1.1% | +4.2% | +4.2% |
| 6M | -14.2% | -0.8% | -13.4% | -14.6% |
| YTD | +43.9% | +3.5% | +40.5% | +38.6% |
| 1Y | +53.1% | -0.9% | +54.0% | +51.3% |
| 3Y | -21.8% | +54.2% | -76.0% | -43.8% |
| 5Y | -28.3% | +46.3% | -74.6% | -47.7% |
| All | -1.4% | +50.3% | -51.8% | -30.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling