-28.3%
DOW vs PPL
+47.2%
-75.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.0% | +4.3% | +3.7% |
| 7D | -0.5% | -1.0% | +0.5% | -0.2% |
| 30D | +15.7% | +3.0% | +12.7% | +14.5% |
| 3M | +5.3% | +1.1% | +4.2% | +4.7% |
| 6M | -14.2% | -0.8% | -13.4% | -14.3% |
| YTD | +43.9% | +3.5% | +40.5% | +40.5% |
| 1Y | +53.1% | -0.9% | +54.0% | +52.2% |
| 3Y | -21.8% | +54.2% | -76.0% | -38.3% |
| 5Y | -28.3% | +46.3% | -74.6% | -42.9% |
| All | -28.3% | +47.2% | -75.5% | -42.9% |
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