+66.8%
PPL vs DAR
+269.9%
-203.1%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.8% | +1.9% | +0.4% |
| 7D | 0.0% | -3.8% | +3.9% | +0.7% |
| 30D | +4.3% | -14.4% | +18.7% | +7.0% |
| 3M | +2.9% | -17.9% | +20.9% | +6.1% |
| 6M | +1.1% | -18.3% | +19.4% | +4.0% |
| YTD | +4.5% | +43.2% | -38.8% | -3.6% |
| 1Y | +0.1% | +57.7% | -57.6% | -9.4% |
| 3Y | +55.7% | +22.7% | +33.0% | +42.8% |
| 5Y | +47.6% | -34.0% | +81.6% | +51.5% |
| 10Y | +66.8% | +279.5% | -212.6% | +4.4% |
| All | +66.8% | +269.9% | -203.1% | +4.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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