+87.8%
DT vs PPL
+62.6%
+25.3%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.5% | -0.5% |
| 7D | +3.1% | -0.4% | +3.5% | +3.2% |
| 30D | -29.5% | +2.6% | -32.2% | -30.0% |
| 3M | -11.7% | +0.8% | -12.5% | -12.0% |
| 6M | +29.0% | +1.4% | +27.6% | +27.9% |
| YTD | +3.4% | +4.3% | -0.9% | +1.4% |
| 1Y | -4.2% | +0.8% | -5.0% | -5.1% |
| 3Y | -12.8% | +57.9% | -70.7% | -25.7% |
| 5Y | -39.6% | +48.3% | -87.9% | -47.8% |
| All | +87.8% | +62.6% | +25.3% | +38.5% |
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 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