+83.2%
DT vs PPL
+64.1%
+19.2%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +0.8% | -7.4% | -6.8% |
| 7D | -28.3% | +1.0% | -29.4% | -28.5% |
| 30D | -28.4% | +6.8% | -35.2% | -29.6% |
| 3M | -14.1% | +3.9% | -17.9% | -15.0% |
| 6M | +13.2% | -2.0% | +15.2% | +13.4% |
| YTD | +0.8% | +5.3% | -4.4% | -1.3% |
| 1Y | -7.8% | +2.2% | -10.0% | -9.0% |
| 3Y | -8.3% | +56.7% | -65.0% | -21.6% |
| 5Y | -42.7% | +49.1% | -91.8% | -50.5% |
| All | +83.2% | +64.1% | +19.2% | +34.8% |
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 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