+2,146.7%
PPL vs D
+2,492.7%
-346.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.4% | -4.4% | -3.1% |
| 7D | +1.8% | +8.5% | -6.7% | -4.0% |
| 30D | +8.4% | +14.3% | -5.9% | -1.4% |
| 3M | +2.4% | +1.8% | +0.6% | +0.9% |
| 6M | -4.0% | +13.0% | -17.0% | -12.5% |
| YTD | +4.5% | +22.7% | -18.3% | -10.5% |
| 1Y | +1.7% | +22.6% | -20.9% | -12.9% |
| 3Y | +55.5% | +84.2% | -28.7% | -2.6% |
| 5Y | +47.0% | +15.8% | +31.2% | +26.3% |
| 10Y | +62.4% | +45.8% | +16.6% | +14.3% |
| All | +2,146.7% | +2,492.7% | -346.1% | +205.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling