+60.2%
PPL vs DAR
+268.8%
-208.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.5% | -0.4% |
| 7D | +0.4% | -9.9% | +10.4% | +2.2% |
| 30D | +5.4% | -16.4% | +21.8% | +8.6% |
| 3M | +4.3% | -17.1% | +21.3% | +7.2% |
| 6M | -1.3% | -20.5% | +19.1% | +2.0% |
| YTD | +4.7% | +39.4% | -34.7% | -2.9% |
| 1Y | +1.3% | +57.2% | -56.0% | -8.3% |
| 3Y | +57.2% | +13.9% | +43.4% | +46.6% |
| 5Y | +48.2% | -40.8% | +89.1% | +56.2% |
| All | +60.2% | +268.8% | -208.5% | +0.4% |
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