-24.4%
DOW vs PPL
+56.0%
-80.4%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.3% | -1.7% |
| 7D | -9.5% | +0.4% | -9.9% | -9.6% |
| 30D | +13.1% | +5.4% | +7.6% | +12.0% |
| 3M | +4.8% | +4.3% | +0.6% | +4.0% |
| 6M | -16.7% | -1.3% | -15.3% | -16.4% |
| YTD | +38.9% | +4.7% | +34.2% | +36.5% |
| 1Y | +48.3% | +1.3% | +47.0% | +47.2% |
| 3Y | -24.4% | +57.2% | -81.6% | -37.5% |
| All | -24.4% | +56.0% | -80.4% | -37.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling