-7.6%
DT vs PPL
+56.9%
-64.5%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +0.8% | -7.4% | -6.5% |
| 7D | -28.3% | +1.0% | -29.4% | -28.3% |
| 30D | -28.4% | +6.8% | -35.2% | -28.1% |
| 3M | -14.1% | +3.9% | -17.9% | -13.8% |
| 6M | +13.2% | -2.0% | +15.2% | +13.7% |
| YTD | +0.8% | +5.3% | -4.4% | +0.8% |
| 1Y | -7.8% | +2.2% | -10.0% | -7.7% |
| All | -7.6% | +56.9% | -64.5% | -9.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling