-6.2%
DOW vs PPL
+51.7%
-57.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.2% |
| 7D | -9.4% | -1.2% | -8.2% | -8.8% |
| 30D | +8.9% | +4.2% | +4.7% | +6.2% |
| 3M | +6.7% | +1.5% | +5.2% | +5.4% |
| 6M | -14.2% | +1.0% | -15.2% | -15.5% |
| YTD | +36.9% | +4.4% | +32.5% | +31.2% |
| 1Y | +45.8% | +0.8% | +45.0% | +42.6% |
| 3Y | -23.9% | +56.5% | -80.4% | -45.8% |
| 5Y | -30.8% | +47.7% | -78.4% | -49.7% |
| All | -6.2% | +51.7% | -57.9% | -34.5% |
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