+65.0%
PPL vs DAR
+290.1%
-225.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +5.1% | -6.0% | -1.8% |
| 7D | -1.0% | +3.6% | -4.5% | -1.6% |
| 30D | +3.0% | -11.3% | +14.3% | +5.0% |
| 3M | +1.1% | -13.1% | +14.2% | +3.2% |
| 6M | -0.8% | -15.1% | +14.3% | +1.4% |
| YTD | +3.5% | +50.5% | -47.0% | -5.3% |
| 1Y | -0.9% | +57.9% | -58.8% | -10.3% |
| 3Y | +54.2% | +28.9% | +25.3% | +40.2% |
| 5Y | +46.3% | -31.4% | +77.7% | +49.3% |
| 10Y | +65.0% | +301.0% | -236.0% | +2.5% |
| All | +65.0% | +290.1% | -225.0% | +2.5% |
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