-26.7%
DT vs PPL
+39.5%
-66.2%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | -3.3% | +2.7% | -6.0% | -3.8% |
| 30D | +2.0% | +0.5% | +1.6% | +1.9% |
| 3M | +20.0% | +0.7% | +19.3% | +19.5% |
| 6M | +39.3% | -7.6% | +46.9% | +41.3% |
| YTD | +19.8% | +1.8% | +17.9% | +18.4% |
| 1Y | +4.3% | -0.8% | +5.0% | +3.6% |
| 3Y | +7.7% | +56.9% | -49.2% | -9.1% |
| All | -26.7% | +39.5% | -66.2% | -37.8% |
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