-10.8%
DOW vs PPL
+47.9%
-58.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | 0.0% | -3.0% | -3.0% |
| 7D | -2.4% | +2.7% | -5.0% | -3.9% |
| 30D | +0.4% | +0.5% | -0.1% | -0.2% |
| 3M | -14.4% | +0.7% | -15.1% | -15.2% |
| 6M | -7.0% | -7.6% | +0.6% | -3.4% |
| YTD | +30.2% | +1.8% | +28.4% | +26.8% |
| 1Y | +29.2% | -0.8% | +30.0% | +27.4% |
| 3Y | -36.7% | +56.9% | -93.6% | -55.2% |
| 5Y | -37.7% | +39.5% | -77.2% | -52.9% |
| All | -10.8% | +47.9% | -58.8% | -36.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling