-37.4%
DOW vs PPL
+39.5%
-77.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | 0.0% | -3.0% | -3.0% |
| 7D | -2.4% | +2.7% | -5.0% | -3.3% |
| 30D | +0.4% | +0.5% | -0.1% | +0.1% |
| 3M | -14.4% | +0.7% | -15.1% | -14.9% |
| 6M | -7.0% | -7.6% | +0.6% | -4.6% |
| YTD | +30.2% | +1.8% | +28.4% | +27.9% |
| 1Y | +29.2% | -0.8% | +30.0% | +28.1% |
| 3Y | -36.7% | +56.9% | -93.6% | -50.8% |
| All | -37.4% | +39.5% | -77.0% | -47.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling