+60.2%
PPL vs D
+42.6%
+17.7%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | +0.4% |
| 7D | +0.4% | +3.0% | -2.6% | -1.6% |
| 30D | +5.4% | +11.5% | -6.0% | -1.9% |
| 3M | +4.3% | +3.7% | +0.5% | +1.7% |
| 6M | -1.3% | +13.5% | -14.9% | -9.7% |
| YTD | +4.7% | +20.7% | -16.0% | -8.2% |
| 1Y | +1.3% | +18.2% | -17.0% | -10.1% |
| 3Y | +57.2% | +73.3% | -16.1% | +5.8% |
| 5Y | +48.2% | +12.3% | +36.0% | +33.1% |
| All | +60.2% | +42.6% | +17.7% | +19.3% |
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