+82.1%
DT vs PPL
+63.2%
+19.0%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.5% |
| 7D | -24.7% | +0.4% | -25.1% | -24.8% |
| 30D | -27.4% | +5.4% | -32.8% | -28.4% |
| 3M | -11.1% | +4.3% | -15.4% | -12.2% |
| 6M | +13.7% | -1.3% | +15.0% | +13.7% |
| YTD | +0.2% | +4.7% | -4.5% | -1.7% |
| 1Y | -5.7% | +1.3% | -6.9% | -6.7% |
| 3Y | -8.1% | +57.2% | -65.3% | -21.6% |
| 5Y | -43.1% | +48.2% | -91.3% | -50.7% |
| All | +82.1% | +63.2% | +19.0% | +34.2% |
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