+1,642.4%
PPL vs DAR
+1,762.6%
-120.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | 0.0% |
| 7D | +2.7% | +1.4% | +1.3% | +2.6% |
| 30D | +0.5% | +12.8% | -12.3% | -0.1% |
| 3M | +0.7% | +7.4% | -6.7% | +0.2% |
| 6M | -7.6% | +22.3% | -29.9% | -8.6% |
| YTD | +1.8% | +81.1% | -79.3% | -1.2% |
| 1Y | -0.8% | +106.5% | -107.2% | -4.4% |
| 3Y | +56.9% | +5.3% | +51.6% | +54.8% |
| 5Y | +39.5% | -11.5% | +51.1% | +38.1% |
| 10Y | +55.4% | +353.3% | -297.9% | +43.0% |
| All | +1,642.4% | +1,762.6% | -120.1% | +1,508.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling