+54.2%
PPL vs D
+35.0%
+19.1%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | +0.9% |
| 7D | +2.7% | +0.4% | +2.2% | +2.4% |
| 30D | +0.5% | -3.6% | +4.0% | +2.8% |
| 3M | +0.7% | -1.0% | +1.7% | +1.4% |
| 6M | -7.6% | +6.3% | -13.9% | -11.7% |
| YTD | +1.8% | +14.7% | -12.9% | -7.6% |
| 1Y | -0.8% | +16.9% | -17.7% | -11.3% |
| 3Y | +56.9% | +56.8% | +0.1% | +12.4% |
| 5Y | +39.5% | +5.2% | +34.3% | +30.7% |
| All | +54.2% | +35.0% | +19.1% | +17.9% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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